+1,771.9%
ETN vs STLA
+252.7%
+1,519.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.1% | +5.8% | +3.5% |
| 7D | +8.0% | +0.7% | +7.3% | +7.8% |
| 30D | -5.9% | -2.4% | -3.6% | -5.6% |
| 3M | +5.0% | -23.9% | +28.8% | +11.4% |
| 6M | +22.4% | -24.6% | +47.0% | +29.7% |
| YTD | +33.6% | -50.5% | +84.1% | +54.2% |
| 1Y | +22.1% | -39.8% | +62.0% | +33.1% |
| 3Y | +85.6% | -65.6% | +151.2% | +125.2% |
| 5Y | +179.2% | -62.1% | +241.3% | +224.0% |
| 10Y | +687.3% | +47.8% | +639.5% | +583.5% |
| All | +1,771.9% | +252.7% | +1,519.2% | +1,450.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling