+705.0%
ETN vs STLD
+1,092.9%
-387.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | +6.2% | -2.8% | +9.0% | +7.4% |
| 30D | -6.7% | -10.4% | +3.7% | -2.7% |
| 3M | +3.6% | -10.6% | +14.2% | +7.6% |
| 6M | +18.3% | +32.7% | -14.4% | +4.0% |
| YTD | +31.5% | +42.8% | -11.4% | +11.7% |
| 1Y | +20.6% | +86.9% | -66.4% | -8.8% |
| 3Y | +82.5% | +143.8% | -61.3% | +19.9% |
| 5Y | +177.8% | +293.5% | -115.7% | +38.7% |
| 10Y | +705.0% | +1,122.7% | -417.7% | +100.8% |
| All | +705.0% | +1,092.9% | -387.8% | +100.8% |
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