+5,759.4%
ETN vs SRE
+1,544.3%
+4,215.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | +6.2% | +1.5% | +4.8% | +5.6% |
| 30D | -6.7% | +0.8% | -7.5% | -7.3% |
| 3M | +3.6% | -5.8% | +9.4% | +5.8% |
| 6M | +18.3% | -7.8% | +26.1% | +21.8% |
| YTD | +31.5% | -2.4% | +33.8% | +31.8% |
| 1Y | +20.6% | +8.9% | +11.7% | +15.0% |
| 3Y | +82.5% | +31.1% | +51.5% | +56.0% |
| 5Y | +177.8% | +48.6% | +129.2% | +122.3% |
| 10Y | +705.0% | +126.1% | +578.9% | +414.8% |
| All | +5,759.4% | +1,544.3% | +4,215.1% | +1,691.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling