+544.6%
ETN vs STT
+198.3%
+346.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.5% | -1.6% |
| 7D | +3.6% | +4.8% | -1.2% | +1.1% |
| 30D | -13.4% | +3.9% | -17.3% | -15.1% |
| 3M | -21.9% | -8.2% | -13.7% | -18.1% |
| 6M | -12.8% | +15.6% | -28.4% | -19.2% |
| YTD | +12.1% | +37.6% | -25.5% | -5.8% |
| 1Y | +0.8% | +50.1% | -49.3% | -19.1% |
| 3Y | +64.5% | +183.1% | -118.6% | -7.2% |
| 5Y | +121.7% | +104.8% | +16.9% | +42.1% |
| All | +544.6% | +198.3% | +346.4% | +203.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling