+19,963.1%
ETN vs SO
+5,976.4%
+13,986.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.7% |
| 7D | +2.0% | -0.2% | +2.2% | +2.0% |
| 30D | -7.9% | -4.6% | -3.3% | -6.5% |
| 3M | -1.6% | -3.0% | +1.4% | -1.1% |
| 6M | +16.9% | -8.3% | +25.1% | +19.5% |
| YTD | +30.1% | +3.5% | +26.5% | +27.6% |
| 1Y | +19.3% | -0.9% | +20.2% | +18.5% |
| 3Y | +82.5% | +45.4% | +37.2% | +55.0% |
| 5Y | +166.8% | +59.6% | +107.2% | +116.8% |
| 10Y | +649.7% | +156.6% | +493.1% | +407.9% |
| All | +19,963.1% | +5,976.4% | +13,986.7% | +6,200.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling