+19,880.1%
ETN vs SYY
+4,587.2%
+15,292.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.8% |
| 7D | +3.0% | +1.5% | +1.5% | +2.4% |
| 30D | -10.9% | -2.3% | -8.6% | -10.2% |
| 3M | +9.2% | +5.5% | +3.7% | +6.7% |
| 6M | +13.9% | -1.0% | +14.9% | +13.1% |
| YTD | +29.5% | +14.1% | +15.4% | +21.8% |
| 1Y | +14.2% | +5.6% | +8.7% | +10.2% |
| 3Y | +79.9% | +27.9% | +52.0% | +58.9% |
| 5Y | +175.7% | +22.7% | +152.9% | +144.7% |
| 10Y | +693.2% | +113.9% | +579.3% | +440.4% |
| All | +19,880.1% | +4,587.2% | +15,292.8% | +6,334.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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