+19.4%
ETN vs SAN
+51.4%
-32.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.3% | +1.7% | +3.0% |
| 7D | +3.5% | +0.2% | +3.3% | +3.5% |
| 30D | -7.5% | +0.9% | -8.5% | -7.9% |
| 3M | +8.3% | +19.1% | -10.8% | +0.9% |
| 6M | +20.2% | +33.2% | -13.0% | +7.4% |
| YTD | +34.7% | +29.1% | +5.6% | +18.0% |
| 1Y | +19.4% | +50.2% | -30.8% | -2.2% |
| All | +19.4% | +51.4% | -32.0% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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 · 6 months rolling