+706.7%
ETN vs SRE
+122.3%
+584.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.3% |
| 7D | +3.5% | -0.8% | +4.4% | +3.9% |
| 30D | -7.5% | -3.0% | -4.5% | -6.6% |
| 3M | +8.3% | -8.3% | +16.6% | +11.8% |
| 6M | +20.2% | -8.9% | +29.1% | +24.2% |
| YTD | +34.7% | -4.3% | +38.9% | +36.1% |
| 1Y | +19.4% | +2.7% | +16.7% | +16.9% |
| 3Y | +85.5% | +28.7% | +56.8% | +59.1% |
| 5Y | +186.6% | +47.1% | +139.5% | +128.7% |
| All | +706.7% | +122.3% | +584.3% | +484.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 10y: compounded portfolio wealth divided by compounded SRE 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…
10y analysis · Full analysis span regression · 6 months rolling