+122.3%
ETN vs STLD
+269.6%
-147.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.1% | +3.1% | +4.4% |
| 7D | -1.8% | -9.7% | +7.8% | +1.9% |
| 30D | -16.4% | -4.5% | -11.8% | -14.8% |
| 3M | -19.9% | -13.1% | -6.8% | -16.0% |
| 6M | -10.3% | -2.8% | -7.5% | -10.0% |
| YTD | +13.8% | +35.3% | -21.6% | +1.2% |
| 1Y | -3.1% | +51.4% | -54.4% | -17.1% |
| 3Y | +70.1% | +117.9% | -47.8% | +26.1% |
| 5Y | +122.3% | +272.6% | -150.3% | +40.0% |
| All | +122.3% | +269.6% | -147.3% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling