+432.1%
ETN vs SITM
+4,789.7%
-4,357.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.5% | -1.6% | +3.0% |
| 7D | +3.5% | +3.9% | -0.3% | +2.8% |
| 30D | -7.5% | -6.6% | -0.9% | -6.6% |
| 3M | +8.3% | -11.9% | +20.2% | +9.3% |
| 6M | +20.2% | +81.1% | -61.0% | +5.9% |
| YTD | +34.7% | +80.0% | -45.3% | +17.9% |
| 1Y | +19.4% | +145.8% | -126.4% | -1.9% |
| 3Y | +85.5% | +475.9% | -390.4% | +27.3% |
| 5Y | +186.6% | +189.2% | -2.6% | +99.3% |
| All | +432.1% | +4,789.7% | -4,357.6% | +130.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling