+175.7%
ETN vs SNAP
-92.7%
+268.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.0% | -5.4% | -1.9% |
| 7D | +3.0% | -3.2% | +6.2% | +3.3% |
| 30D | -10.9% | +0.2% | -11.1% | -11.1% |
| 3M | +9.2% | +2.6% | +6.6% | +8.3% |
| 6M | +13.9% | +12.4% | +1.5% | +11.4% |
| YTD | +29.5% | -31.6% | +61.1% | +32.8% |
| 1Y | +14.2% | -21.7% | +35.9% | +15.2% |
| 3Y | +79.9% | -41.2% | +121.1% | +81.7% |
| 5Y | +175.7% | -92.6% | +268.3% | +201.1% |
| All | +175.7% | -92.7% | +268.3% | +201.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling