+5,104.0%
ETN vs SBAC
+2,199.0%
+2,905.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.8% |
| 7D | +8.0% | -0.1% | +8.1% | +8.0% |
| 30D | -5.9% | +3.2% | -9.2% | -6.3% |
| 3M | +5.0% | -5.1% | +10.0% | +5.2% |
| 6M | +22.4% | -2.1% | +24.5% | +21.7% |
| YTD | +33.6% | -0.5% | +34.2% | +32.6% |
| 1Y | +22.1% | +1.1% | +21.0% | +20.9% |
| 3Y | +85.6% | -7.4% | +93.0% | +83.7% |
| 5Y | +179.2% | -44.3% | +223.6% | +192.5% |
| 10Y | +687.3% | +77.6% | +609.8% | +620.2% |
| All | +5,104.0% | +2,199.0% | +2,905.0% | +3,323.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling