-14.4%
ETN vs SNY
+1.8%
-16.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.2% | -6.2% | -7.7% |
| 7D | -16.9% | +8.8% | -25.7% | -15.0% |
| 30D | -26.5% | +18.6% | -45.1% | -23.5% |
| 3M | -26.7% | +9.7% | -36.4% | -24.4% |
| 6M | -20.0% | +8.2% | -28.2% | -17.5% |
| YTD | +3.5% | +2.2% | +1.4% | +7.3% |
| 1Y | -14.4% | +1.0% | -15.5% | -11.4% |
| All | -14.4% | +1.8% | -16.3% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling