+177.8%
ETN vs STRL
+2,102.6%
-1,924.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.2% |
| 7D | +6.2% | +8.2% | -2.0% | +3.8% |
| 30D | -6.7% | -6.3% | -0.4% | -5.0% |
| 3M | +3.6% | -41.2% | +44.8% | +19.4% |
| 6M | +18.3% | +20.4% | -2.0% | +3.3% |
| YTD | +31.5% | +61.7% | -30.2% | +2.7% |
| 1Y | +20.6% | +72.7% | -52.1% | -9.8% |
| 3Y | +82.5% | +530.9% | -448.4% | -17.2% |
| 5Y | +177.8% | +2,125.4% | -1,947.6% | -20.2% |
| All | +177.8% | +2,102.6% | -1,924.8% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling