+3,076.5%
SPY vs ETN
+13,323.6%
-10,247.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.3% | -1.7% |
| 7D | +0.5% | +8.0% | -7.5% | -2.6% |
| 30D | -0.9% | -5.9% | +5.0% | +1.2% |
| 3M | +3.9% | +5.0% | -1.1% | +0.6% |
| 6M | +14.5% | +22.4% | -7.9% | +3.3% |
| YTD | +12.9% | +33.6% | -20.7% | -2.2% |
| 1Y | +19.4% | +22.1% | -2.8% | +6.7% |
| 3Y | +78.5% | +85.6% | -7.1% | +29.9% |
| 5Y | +81.8% | +179.2% | -97.5% | +10.1% |
| 10Y | +311.5% | +687.3% | -375.8% | +57.5% |
| All | +3,076.5% | +13,323.6% | -10,247.1% | +380.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling