+1,721.9%
ETN vs STLA
+263.8%
+1,458.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.2% |
| 7D | +2.0% | +2.6% | -0.6% | +1.4% |
| 30D | -7.9% | -1.2% | -6.7% | -7.9% |
| 3M | -1.6% | -24.8% | +23.2% | +4.8% |
| 6M | +16.9% | -25.6% | +42.4% | +24.2% |
| YTD | +30.1% | -48.9% | +79.0% | +49.0% |
| 1Y | +19.3% | -38.8% | +58.1% | +29.6% |
| 3Y | +82.5% | -64.5% | +147.1% | +119.9% |
| 5Y | +166.8% | -62.4% | +229.3% | +210.3% |
| 10Y | +649.7% | +55.4% | +594.3% | +544.6% |
| All | +1,721.9% | +263.8% | +1,458.1% | +1,398.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling