+706.7%
ETN vs SO
+159.0%
+547.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.6% | +4.2% |
| 7D | +3.5% | -1.1% | +4.6% | +3.9% |
| 30D | -7.5% | -5.0% | -2.5% | -6.0% |
| 3M | +8.3% | -5.8% | +14.1% | +10.0% |
| 6M | +20.2% | -7.9% | +28.1% | +22.7% |
| YTD | +34.7% | +2.4% | +32.2% | +32.3% |
| 1Y | +19.4% | -2.3% | +21.7% | +19.0% |
| 3Y | +85.5% | +41.9% | +43.6% | +54.5% |
| 5Y | +186.6% | +58.1% | +128.5% | +123.4% |
| All | +706.7% | +159.0% | +547.7% | +470.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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