+85.5%
ETN vs SAN
+352.3%
-266.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.3% | +1.7% | +3.1% |
| 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% | +1.7% |
| 6M | +20.2% | +33.2% | -13.0% | +8.4% |
| YTD | +34.7% | +29.1% | +5.6% | +21.8% |
| 1Y | +19.4% | +50.2% | -30.8% | +2.5% |
| 3Y | +85.5% | +351.0% | -265.5% | +14.8% |
| All | +85.5% | +352.3% | -266.8% | +14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling