-9.1%
ETNG vs SPY
+4.6%
-13.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.4% | +7.5% | +8.8% |
| 7D | +3.5% | +0.1% | +3.4% | +2.9% |
| 30D | -17.3% | +0.1% | -17.4% | -17.5% |
| 3M | -12.5% | +2.0% | -14.4% | -17.7% |
| All | -9.1% | +4.6% | -13.7% | -21.9% |
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