+78.4%
ETN vs STLA
-66.9%
+145.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | +3.0% | -3.8% | +6.9% | +3.8% |
| 30D | -10.9% | -3.1% | -7.8% | -10.5% |
| 3M | +9.2% | -19.6% | +28.9% | +13.9% |
| 6M | +13.9% | -23.5% | +37.4% | +19.7% |
| YTD | +29.5% | -51.5% | +81.0% | +48.3% |
| 1Y | +14.2% | -39.7% | +53.9% | +22.1% |
| All | +78.4% | -66.9% | +145.3% | +109.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling