+81.1%
ETN vs SO
+44.4%
+36.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.8% |
| 7D | +6.2% | 0.0% | +6.2% | +6.2% |
| 30D | -6.7% | -2.5% | -4.2% | -7.2% |
| 3M | +3.6% | -4.2% | +7.8% | +2.7% |
| 6M | +18.3% | -7.7% | +26.0% | +16.6% |
| YTD | +31.5% | +3.8% | +27.7% | +32.1% |
| 1Y | +20.6% | +0.1% | +20.5% | +20.5% |
| All | +81.1% | +44.4% | +36.7% | +75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling