-37.6%
ETNG vs SPY
+4.4%
-42.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.7% | +1.7% | -21.4% | -26.6% |
| 7D | -21.2% | -0.7% | -20.5% | -18.9% |
| 30D | -36.6% | -1.0% | -35.6% | -32.8% |
| 3M | -42.2% | -0.3% | -41.9% | -40.4% |
| All | -37.6% | +4.4% | -42.0% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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 · Available span rolling