+81.1%
ETN vs SN
+368.4%
-287.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -0.6% |
| 7D | +6.2% | -3.4% | +9.6% | +7.4% |
| 30D | -6.7% | -9.1% | +2.4% | -3.9% |
| 3M | +3.6% | +31.8% | -28.2% | -5.9% |
| 6M | +18.3% | +52.0% | -33.7% | +1.7% |
| YTD | +31.5% | +51.3% | -19.8% | +13.0% |
| 1Y | +20.6% | +46.9% | -26.3% | +4.0% |
| All | +81.1% | +368.4% | -287.4% | +22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling