+19.3%
ETN vs SPGI
-12.7%
+32.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.0% | +3.0% |
| 7D | +2.0% | +0.1% | +1.9% | +2.0% |
| 30D | -7.9% | +8.4% | -16.3% | -5.8% |
| 3M | -1.6% | +11.8% | -13.4% | +2.0% |
| 6M | +16.9% | +5.7% | +11.2% | +20.7% |
| YTD | +30.1% | -9.7% | +39.7% | +32.2% |
| 1Y | +19.3% | -12.5% | +31.8% | +20.2% |
| All | +19.3% | -12.7% | +32.0% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 1y: compounded portfolio wealth divided by compounded SPGI 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…
1y analysis · Full analysis span regression · 6 months rolling