+190.4%
ETN vs STLA
-62.8%
+253.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.3% | +1.7% | +3.4% |
| 7D | +3.5% | -2.9% | +6.4% | +4.3% |
| 30D | -7.5% | +0.9% | -8.5% | -7.9% |
| 3M | +8.3% | -21.6% | +30.0% | +14.7% |
| 6M | +20.2% | -21.6% | +41.8% | +26.8% |
| YTD | +34.7% | -50.4% | +85.1% | +57.9% |
| 1Y | +19.4% | -43.6% | +63.0% | +33.4% |
| 3Y | +85.5% | -66.4% | +151.9% | +131.5% |
| All | +190.4% | -62.8% | +253.3% | +236.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling