+108.6%
ETN vs SN
+490.7%
-382.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.7% |
| 7D | +2.0% | -9.3% | +11.3% | +4.6% |
| 30D | -7.9% | -4.8% | -3.1% | -6.8% |
| 3M | -1.6% | +40.4% | -42.0% | -10.7% |
| 6M | +16.9% | +50.9% | -34.1% | +3.4% |
| YTD | +30.1% | +54.9% | -24.9% | +14.3% |
| 1Y | +19.3% | +43.0% | -23.7% | +6.4% |
| 3Y | +82.5% | +391.8% | -309.3% | +40.4% |
| All | +108.6% | +490.7% | -382.1% | +60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling