+905.4%
ETN vs SPMO
+566.1%
+339.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.4% | +3.5% |
| 7D | +3.5% | -0.9% | +4.5% | +4.5% |
| 30D | -7.5% | -1.9% | -5.6% | -5.7% |
| 3M | +8.3% | -1.4% | +9.7% | +10.1% |
| 6M | +20.2% | +25.5% | -5.3% | -2.0% |
| YTD | +34.7% | +24.8% | +9.8% | +10.4% |
| 1Y | +19.4% | +24.5% | -5.0% | -1.5% |
| 3Y | +85.5% | +157.1% | -71.6% | -16.9% |
| 5Y | +186.6% | +149.5% | +37.1% | +31.6% |
| 10Y | +724.7% | +518.1% | +206.6% | +113.4% |
| All | +905.4% | +566.1% | +339.4% | +154.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 all: compounded portfolio wealth divided by compounded SPMO 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…
all analysis · Full analysis span regression · 6 months rolling