+175.7%
ETN vs SPGI
+0.1%
+175.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.9% |
| 7D | +3.0% | -8.9% | +11.9% | +6.0% |
| 30D | -10.9% | +0.6% | -11.6% | -11.4% |
| 3M | +9.2% | +2.0% | +7.3% | +7.3% |
| 6M | +13.9% | +0.1% | +13.8% | +12.0% |
| YTD | +29.5% | -16.4% | +45.9% | +36.7% |
| 1Y | +14.2% | -18.9% | +33.1% | +21.8% |
| 3Y | +79.9% | +13.8% | +66.1% | +58.4% |
| 5Y | +175.7% | +0.5% | +175.1% | +153.3% |
| All | +175.7% | +0.1% | +175.6% | +153.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling