+64.5%
ETN vs SPGI
+30.0%
+34.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -1.8% |
| 7D | +3.6% | +1.2% | +2.4% | +3.5% |
| 30D | -13.4% | +15.9% | -29.3% | -14.6% |
| 3M | -21.9% | +12.3% | -34.2% | -22.8% |
| 6M | -12.8% | +23.7% | -36.5% | -15.9% |
| YTD | +12.1% | -3.5% | +15.6% | +16.7% |
| 1Y | +0.8% | +0.4% | +0.4% | +2.8% |
| 3Y | +64.5% | +29.9% | +34.6% | +39.5% |
| All | +64.5% | +30.0% | +34.5% | +39.5% |
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 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