+5,955.9%
ETN vs STLD
+8,593.6%
-2,637.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.4% |
| 7D | +2.4% | -0.5% | +2.9% | +2.7% |
| 30D | -15.2% | -0.1% | -15.2% | -15.1% |
| 3M | -21.2% | -9.2% | -12.1% | -19.0% |
| 6M | -13.5% | +1.8% | -15.2% | -14.4% |
| YTD | +14.5% | +42.1% | -27.6% | +1.9% |
| 1Y | -0.9% | +58.5% | -59.4% | -14.7% |
| 3Y | +68.6% | +128.2% | -59.6% | +27.5% |
| 5Y | +129.0% | +288.2% | -159.2% | +42.5% |
| 10Y | +556.1% | +799.8% | -243.7% | +201.1% |
| All | +5,955.9% | +8,593.6% | -2,637.8% | +1,249.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling