+175.7%
ETN vs SM
+108.0%
+67.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.5% |
| 7D | +3.0% | +2.1% | +0.9% | +2.7% |
| 30D | -10.9% | +18.1% | -29.0% | -12.9% |
| 3M | +9.2% | +17.0% | -7.7% | +6.4% |
| 6M | +13.9% | +55.4% | -41.5% | +4.9% |
| YTD | +29.5% | +108.6% | -79.0% | +13.1% |
| 1Y | +14.2% | +45.7% | -31.5% | +5.5% |
| 3Y | +79.9% | -0.3% | +80.2% | +71.4% |
| 5Y | +175.7% | +113.0% | +62.6% | +128.9% |
| All | +175.7% | +108.0% | +67.7% | +128.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling