+614.3%
ETN vs SNAP
-76.3%
+690.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.9% | +1.1% | +3.7% |
| 7D | +3.5% | +3.8% | -0.3% | +3.2% |
| 30D | -7.5% | +9.2% | -16.8% | -8.5% |
| 3M | +8.3% | +6.6% | +1.8% | +7.1% |
| 6M | +20.2% | +16.9% | +3.3% | +17.2% |
| YTD | +34.7% | -29.6% | +64.3% | +37.6% |
| 1Y | +19.4% | -22.1% | +41.5% | +20.5% |
| 3Y | +85.5% | -39.8% | +125.3% | +86.4% |
| 5Y | +186.6% | -92.4% | +279.0% | +220.5% |
| All | +614.3% | -76.3% | +690.6% | +525.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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