+107.7%
ETN vs SN
+453.9%
-346.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | -0.4% |
| 7D | +3.0% | -7.2% | +10.2% | +5.1% |
| 30D | -10.9% | -13.4% | +2.5% | -7.6% |
| 3M | +9.2% | +26.8% | -17.6% | +1.9% |
| 6M | +13.9% | +44.6% | -30.7% | +1.9% |
| YTD | +29.5% | +45.3% | -15.8% | +15.7% |
| 1Y | +14.2% | +40.1% | -25.9% | +2.4% |
| 3Y | +79.9% | +375.3% | -295.4% | +40.7% |
| All | +107.7% | +453.9% | -346.2% | +62.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling