+14,639.7%
ETN vs STRL
+11,595.6%
+3,044.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -1.5% |
| 7D | +3.6% | +15.7% | -12.0% | +2.5% |
| 30D | -13.4% | -35.5% | +22.1% | -10.6% |
| 3M | -21.9% | -47.1% | +25.2% | -18.2% |
| 6M | -12.8% | -65.8% | +53.0% | -6.1% |
| YTD | +12.1% | -4.5% | +16.6% | +11.4% |
| 1Y | +0.8% | -10.5% | +11.3% | +0.5% |
| 3Y | +64.5% | +340.6% | -276.1% | +47.6% |
| 5Y | +121.7% | +911.0% | -789.3% | +89.1% |
| 10Y | +542.2% | +3,727.1% | -3,184.9% | +405.3% |
| All | +14,639.7% | +11,595.6% | +3,044.1% | +10,470.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling