+544.6%
ETN vs STLD
+761.4%
-216.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -0.3% |
| 7D | +3.6% | +2.9% | +0.7% | +2.3% |
| 30D | -13.4% | -5.6% | -7.8% | -11.2% |
| 3M | -21.9% | -11.7% | -10.2% | -18.0% |
| 6M | -12.8% | -2.8% | -10.0% | -12.6% |
| YTD | +12.1% | +36.4% | -24.4% | -2.9% |
| 1Y | +0.8% | +50.0% | -49.2% | -16.1% |
| 3Y | +64.5% | +122.3% | -57.8% | +12.6% |
| 5Y | +121.7% | +273.2% | -151.5% | +14.1% |
| All | +544.6% | +761.4% | -216.8% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 10y: compounded portfolio wealth divided by compounded STLD 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…
10y analysis · Full analysis span regression · 6 months rolling