-5.5%
ETN vs STLA
-53.0%
+47.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +3.8% | -13.7% | -10.1% |
| 7D | -10.1% | -0.6% | -9.5% | -10.1% |
| 30D | -18.4% | +3.6% | -21.9% | -18.8% |
| 3M | -20.4% | -20.6% | +0.2% | -18.9% |
| 6M | -16.0% | -34.3% | +18.3% | -12.4% |
| YTD | +11.8% | -57.3% | +69.1% | +19.3% |
| 1Y | -5.5% | -52.6% | +47.2% | -3.1% |
| All | -5.5% | -53.0% | +47.5% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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