+67.3%
ETN vs STRL
+354.9%
-287.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +10.1% | +23.4% | -13.3% | +2.9% |
| 30D | -15.9% | -39.5% | +23.6% | -2.9% |
| 3M | -21.7% | -45.1% | +23.4% | -7.2% |
| 6M | -10.1% | -64.6% | +54.5% | +18.6% |
| YTD | +14.0% | -1.5% | +15.5% | +2.1% |
| 1Y | -1.7% | -20.8% | +19.1% | -5.3% |
| All | +67.3% | +354.9% | -287.6% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 3y: compounded portfolio wealth divided by compounded STRL 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…
3y analysis · Full analysis span regression · 6 months rolling