+120.5%
ETN vs SNAP
-90.3%
+210.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.8% |
| 7D | +3.6% | +6.0% | -2.4% | +3.0% |
| 30D | -13.4% | -13.8% | +0.4% | -12.2% |
| 3M | -21.9% | -0.8% | -21.1% | -22.2% |
| 6M | -12.8% | -6.2% | -6.5% | -13.0% |
| YTD | +12.1% | -34.8% | +46.9% | +15.3% |
| 1Y | +0.8% | -38.7% | +39.5% | +4.4% |
| 3Y | +64.5% | -53.5% | +117.9% | +69.0% |
| All | +120.5% | -90.3% | +210.8% | +150.7% |
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