+190.4%
ETN vs SITM
+187.3%
+3.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.5% | -1.6% | +2.9% |
| 7D | +3.5% | +3.9% | -0.3% | +2.8% |
| 30D | -7.5% | -6.6% | -0.9% | -6.5% |
| 3M | +8.3% | -11.9% | +20.2% | +9.4% |
| 6M | +20.2% | +81.1% | -61.0% | +4.2% |
| YTD | +34.7% | +80.0% | -45.3% | +15.9% |
| 1Y | +19.4% | +145.8% | -126.4% | -4.4% |
| 3Y | +85.5% | +475.9% | -390.4% | +21.7% |
| All | +190.4% | +187.3% | +3.1% | +89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling