+175.7%
ETN vs SAN
+379.7%
-204.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.1% | -1.3% |
| 7D | +3.0% | -2.8% | +5.8% | +4.0% |
| 30D | -10.9% | -0.5% | -10.4% | -10.8% |
| 3M | +9.2% | +22.7% | -13.5% | +2.1% |
| 6M | +13.9% | +28.8% | -14.9% | +4.6% |
| YTD | +29.5% | +26.3% | +3.3% | +19.1% |
| 1Y | +14.2% | +48.8% | -34.6% | -0.5% |
| 3Y | +79.9% | +347.2% | -267.3% | +10.7% |
| 5Y | +175.7% | +383.8% | -208.1% | +54.5% |
| All | +175.7% | +379.7% | -204.1% | +54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling