+4,223.1%
ETN vs SNY
+241.9%
+3,981.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.8% | +3.9% |
| 7D | +3.5% | -3.3% | +6.9% | +5.0% |
| 30D | -7.5% | -2.2% | -5.4% | -6.8% |
| 3M | +8.3% | -3.0% | +11.4% | +8.9% |
| 6M | +20.2% | +2.7% | +17.4% | +17.5% |
| YTD | +34.7% | -6.8% | +41.5% | +37.0% |
| 1Y | +19.4% | -5.3% | +24.7% | +20.0% |
| 3Y | +85.5% | -9.8% | +95.3% | +81.9% |
| 5Y | +186.6% | +9.7% | +176.9% | +149.1% |
| 10Y | +724.7% | +64.5% | +660.2% | +474.7% |
| All | +4,223.1% | +241.9% | +3,981.2% | +1,813.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling