+2,664.0%
ETN vs SGI
+2,073.9%
+590.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.2% | +2.9% |
| 7D | +8.0% | +9.3% | -1.2% | +5.7% |
| 30D | -5.9% | +6.9% | -12.8% | -7.5% |
| 3M | +5.0% | +2.8% | +2.1% | +3.8% |
| 6M | +22.4% | -12.6% | +35.0% | +25.4% |
| YTD | +33.6% | -21.5% | +55.2% | +40.0% |
| 1Y | +22.1% | -18.8% | +40.9% | +26.5% |
| 3Y | +85.6% | +60.8% | +24.7% | +61.4% |
| 5Y | +179.2% | +60.0% | +119.2% | +135.7% |
| 10Y | +687.3% | +267.8% | +419.5% | +391.3% |
| All | +2,664.0% | +2,073.9% | +590.1% | +828.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling