+125.5%
ETN vs STRL
+935.0%
-809.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +10.1% | +23.4% | -13.3% | +2.8% |
| 30D | -15.9% | -39.5% | +23.6% | -2.5% |
| 3M | -21.7% | -45.1% | +23.4% | -6.8% |
| 6M | -10.1% | -64.6% | +54.5% | +19.7% |
| YTD | +14.0% | -1.5% | +15.5% | +2.4% |
| 1Y | -1.7% | -20.8% | +19.1% | -5.4% |
| 3Y | +67.9% | +353.1% | -285.3% | -18.2% |
| 5Y | +125.5% | +942.9% | -817.3% | -25.9% |
| All | +125.5% | +935.0% | -809.5% | -25.9% |
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