+19.4%
ETN vs SPGI
-19.0%
+38.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +4.0% |
| 7D | +3.5% | -7.4% | +10.9% | +1.5% |
| 30D | -7.5% | +0.4% | -7.9% | -7.3% |
| 3M | +8.3% | +5.3% | +3.1% | +10.4% |
| 6M | +20.2% | +1.7% | +18.5% | +22.1% |
| YTD | +34.7% | -16.4% | +51.0% | +34.4% |
| 1Y | +19.4% | -20.5% | +39.9% | +17.5% |
| All | +19.4% | -19.0% | +38.5% | +17.5% |
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