+175.7%
ETN vs SBAC
-45.4%
+221.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.4% | -1.2% |
| 7D | +3.0% | -5.3% | +8.3% | +3.6% |
| 30D | -10.9% | +0.4% | -11.3% | -11.0% |
| 3M | +9.2% | -11.9% | +21.1% | +10.7% |
| 6M | +13.9% | -4.5% | +18.4% | +13.9% |
| YTD | +29.5% | -4.3% | +33.9% | +29.4% |
| 1Y | +14.2% | -3.9% | +18.1% | +13.9% |
| 3Y | +79.9% | -11.0% | +90.9% | +77.4% |
| 5Y | +175.7% | -44.1% | +219.8% | +212.8% |
| All | +175.7% | -45.4% | +221.0% | +212.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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