-5.5%
ETN vs SN
+156.5%
-161.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +4.1% | -14.0% | -10.8% |
| 7D | -10.1% | +10.6% | -20.8% | -12.5% |
| 30D | -18.4% | +20.0% | -38.4% | -22.3% |
| 3M | -20.4% | +30.4% | -50.8% | -26.3% |
| 6M | -16.0% | +91.0% | -107.0% | -32.6% |
| YTD | +11.8% | +95.9% | -84.2% | -12.4% |
| 1Y | -5.5% | +158.9% | -164.4% | -34.3% |
| All | -5.5% | +156.5% | -161.9% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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