+19.3%
ETN vs SAP
-19.8%
+39.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.3% | +3.3% |
| 7D | +2.0% | -2.9% | +4.9% | +1.4% |
| 30D | -7.9% | +9.0% | -16.9% | -6.2% |
| 3M | -1.6% | +14.9% | -16.6% | +4.3% |
| 6M | +16.9% | +11.9% | +5.0% | +25.3% |
| YTD | +30.1% | -9.9% | +40.0% | +39.3% |
| 1Y | +19.3% | -19.5% | +38.8% | +29.2% |
| All | +19.3% | -19.8% | +39.1% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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