+120.5%
ETN vs STLA
-74.6%
+195.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.4% |
| 7D | +3.6% | -13.8% | +17.4% | +7.3% |
| 30D | -13.4% | -10.5% | -2.9% | -11.6% |
| 3M | -21.9% | -28.9% | +7.0% | -15.9% |
| 6M | -12.8% | -49.7% | +37.0% | +2.4% |
| YTD | +12.1% | -64.9% | +77.0% | +42.0% |
| 1Y | +0.8% | -64.0% | +64.9% | +26.5% |
| 3Y | +64.5% | -77.4% | +141.9% | +126.5% |
| All | +120.5% | -74.6% | +195.1% | +182.5% |
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 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