+2,221.4%
ETN vs SPYM
+822.1%
+1,399.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.1% | +3.0% |
| 7D | +3.5% | -0.8% | +4.3% | +4.5% |
| 30D | -7.5% | -1.1% | -6.4% | -6.3% |
| 3M | +8.3% | +3.9% | +4.4% | +4.2% |
| 6M | +20.2% | +13.6% | +6.6% | +4.9% |
| YTD | +34.7% | +12.7% | +21.9% | +18.7% |
| 1Y | +19.4% | +17.6% | +1.9% | +0.8% |
| 3Y | +85.5% | +77.2% | +8.3% | +1.7% |
| 5Y | +186.6% | +84.1% | +102.5% | +49.5% |
| 10Y | +724.7% | +323.8% | +400.8% | +74.9% |
| All | +2,221.4% | +822.1% | +1,399.3% | +147.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling