+175.7%
ETN vs SPG
+103.4%
+72.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.5% | -1.5% |
| 7D | +3.0% | -2.2% | +5.2% | +4.0% |
| 30D | -10.9% | -5.8% | -5.1% | -8.6% |
| 3M | +9.2% | -2.8% | +12.0% | +9.8% |
| 6M | +13.9% | +8.9% | +5.0% | +8.1% |
| YTD | +29.5% | +14.3% | +15.2% | +20.0% |
| 1Y | +14.2% | +19.5% | -5.3% | +3.2% |
| 3Y | +79.9% | +106.9% | -27.0% | +20.8% |
| 5Y | +175.7% | +108.7% | +66.9% | +72.9% |
| All | +175.7% | +103.4% | +72.3% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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