+79.7%
ETN vs SN
+671.3%
-591.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -2.4% |
| 7D | +3.6% | +1.5% | +2.1% | +3.2% |
| 30D | -13.4% | +21.5% | -34.9% | -17.8% |
| 3M | -21.9% | +20.0% | -41.9% | -25.8% |
| 6M | -12.8% | +119.9% | -132.7% | -30.0% |
| YTD | +12.1% | +102.3% | -90.2% | -8.4% |
| 1Y | +0.8% | +148.0% | -147.2% | -21.9% |
| 3Y | +64.5% | +450.0% | -385.5% | +17.9% |
| All | +79.7% | +671.3% | -591.6% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling