+190.4%
ETN vs SU
+348.9%
-158.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | +3.5% | +2.2% | +1.3% | +3.0% |
| 30D | -7.5% | +8.4% | -16.0% | -9.2% |
| 3M | +8.3% | +12.1% | -3.8% | +5.3% |
| 6M | +20.2% | +19.7% | +0.5% | +14.2% |
| YTD | +34.7% | +58.4% | -23.7% | +19.1% |
| 1Y | +19.4% | +67.2% | -47.8% | +4.1% |
| 3Y | +85.5% | +125.0% | -39.5% | +49.5% |
| All | +190.4% | +348.9% | -158.5% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 5y: compounded portfolio wealth divided by compounded SU 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…
5y analysis · Full analysis span regression · 6 months rolling