+10,056.0%
ETN vs SPG
+5,319.3%
+4,736.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.6% | +2.3% |
| 7D | +8.0% | 0.0% | +8.0% | +8.0% |
| 30D | -5.9% | -4.9% | -1.0% | -4.2% |
| 3M | +5.0% | +3.3% | +1.7% | +3.2% |
| 6M | +22.4% | +11.2% | +11.2% | +17.0% |
| YTD | +33.6% | +17.1% | +16.6% | +25.2% |
| 1Y | +22.1% | +21.6% | +0.5% | +12.6% |
| 3Y | +85.6% | +111.9% | -26.3% | +38.3% |
| 5Y | +179.2% | +106.9% | +72.3% | +107.3% |
| 10Y | +687.3% | +62.2% | +625.1% | +462.1% |
| All | +10,056.0% | +5,319.3% | +4,736.7% | +2,270.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling