-5.5%
ETN vs SPYM
+14.7%
-20.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +1.7% | -11.5% | -12.8% |
| 7D | -10.1% | -0.7% | -9.4% | -9.0% |
| 30D | -18.4% | -1.1% | -17.3% | -16.5% |
| 3M | -20.4% | -0.3% | -20.1% | -19.7% |
| 6M | -16.0% | +7.3% | -23.3% | -24.5% |
| YTD | +11.8% | +13.4% | -1.6% | -7.6% |
| 1Y | -5.5% | +14.8% | -20.3% | -23.4% |
| All | -5.5% | +14.7% | -20.2% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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