+20.3%
ETN vs SM
+45.6%
-25.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.6% | -0.9% | +3.5% |
| 7D | +8.0% | -0.2% | +8.2% | +8.0% |
| 30D | -5.9% | +31.5% | -37.4% | -0.3% |
| 3M | +5.0% | +17.3% | -12.4% | +10.2% |
| All | +20.3% | +45.6% | -25.3% | +32.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling