+83.1%
SPY vs ETN
+185.4%
-102.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.1% | -0.6% |
| 7D | -0.8% | +3.5% | -4.3% | -2.0% |
| 30D | -1.1% | -7.5% | +6.5% | +1.5% |
| 3M | +3.9% | +8.3% | -4.5% | -0.2% |
| 6M | +13.6% | +20.2% | -6.6% | +3.8% |
| YTD | +12.7% | +34.7% | -22.0% | -2.2% |
| 1Y | +17.5% | +19.4% | -1.9% | +6.6% |
| 3Y | +76.9% | +85.5% | -8.6% | +25.4% |
| All | +83.1% | +185.4% | -102.3% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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