+14.9%
ETN vs SAP
-19.2%
+34.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | +0.1% | -1.8% |
| 7D | +3.0% | -5.1% | +8.1% | +2.0% |
| 30D | -10.9% | -1.8% | -9.1% | -11.1% |
| 3M | +9.2% | +20.9% | -11.7% | +15.7% |
| 6M | +13.9% | +7.0% | +6.9% | +21.2% |
| YTD | +29.5% | -13.7% | +43.3% | +38.7% |
| All | +14.9% | -19.2% | +34.0% | +25.4% |
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