+706.7%
ETN vs SAP
+176.2%
+530.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.9% |
| 7D | +3.5% | -4.1% | +7.6% | +5.1% |
| 30D | -7.5% | +1.1% | -8.6% | -8.1% |
| 3M | +8.3% | +26.1% | -17.8% | -2.4% |
| 6M | +20.2% | +9.8% | +10.4% | +13.0% |
| YTD | +34.7% | -13.6% | +48.2% | +38.8% |
| 1Y | +19.4% | -18.7% | +38.1% | +26.6% |
| 3Y | +85.5% | +54.1% | +31.4% | +41.8% |
| 5Y | +186.6% | +54.7% | +131.9% | +112.8% |
| All | +706.7% | +176.2% | +530.5% | +341.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling