+8,863.8%
ETN vs SAP
+2,233.8%
+6,630.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.3% | +3.7% |
| 7D | +2.0% | -2.9% | +4.9% | +2.8% |
| 30D | -7.9% | +9.0% | -16.9% | -10.1% |
| 3M | -1.6% | +14.9% | -16.6% | -6.1% |
| 6M | +16.9% | +11.9% | +5.0% | +11.3% |
| YTD | +30.1% | -9.9% | +40.0% | +30.0% |
| 1Y | +19.3% | -19.5% | +38.8% | +22.7% |
| 3Y | +82.5% | +61.8% | +20.7% | +55.7% |
| 5Y | +166.8% | +56.2% | +110.7% | +127.6% |
| 10Y | +649.7% | +180.6% | +469.1% | +447.6% |
| All | +8,863.8% | +2,233.8% | +6,630.0% | +4,514.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling