+78.4%
ETN vs SGI
+50.3%
+28.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -0.4% |
| 7D | +3.0% | -4.9% | +7.9% | +4.7% |
| 30D | -10.9% | +1.6% | -12.5% | -11.5% |
| 3M | +9.2% | -3.2% | +12.4% | +9.7% |
| 6M | +13.9% | -16.0% | +30.0% | +19.4% |
| YTD | +29.5% | -25.4% | +55.0% | +40.5% |
| 1Y | +14.2% | -21.6% | +35.8% | +21.2% |
| All | +78.4% | +50.3% | +28.2% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling