+19.3%
ETN vs SITM
+174.8%
-155.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.5% | -3.1% | +2.2% |
| 7D | +2.0% | +9.7% | -7.7% | +0.2% |
| 30D | -7.9% | +12.7% | -20.6% | -10.8% |
| 3M | -1.6% | -13.4% | +11.8% | -0.5% |
| 6M | +16.9% | +59.6% | -42.7% | +4.4% |
| YTD | +30.1% | +73.3% | -43.2% | +14.6% |
| 1Y | +19.3% | +165.5% | -146.2% | +1.7% |
| All | +19.3% | +174.8% | -155.5% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling