+706.7%
ETN vs SM
+23.0%
+683.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.0% |
| 7D | +3.5% | +4.6% | -1.0% | +3.0% |
| 30D | -7.5% | +18.2% | -25.7% | -9.4% |
| 3M | +8.3% | +22.5% | -14.2% | +5.1% |
| 6M | +20.2% | +50.6% | -30.4% | +12.7% |
| YTD | +34.7% | +108.1% | -73.4% | +20.8% |
| 1Y | +19.4% | +46.0% | -26.6% | +11.6% |
| 3Y | +85.5% | +2.9% | +82.6% | +77.8% |
| 5Y | +186.6% | +112.6% | +74.0% | +143.7% |
| All | +706.7% | +23.0% | +683.7% | +434.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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