+81.1%
ETN vs SPGI
+16.0%
+65.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +0.9% | -1.3% |
| 7D | +6.2% | -3.1% | +9.3% | +6.6% |
| 30D | -6.7% | +2.0% | -8.7% | -7.2% |
| 3M | +3.6% | +4.3% | -0.7% | +2.3% |
| 6M | +18.3% | -0.2% | +18.6% | +18.0% |
| YTD | +31.5% | -14.8% | +46.3% | +38.5% |
| 1Y | +20.6% | -18.5% | +39.1% | +29.9% |
| All | +81.1% | +16.0% | +65.1% | +56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling