+175.7%
ETN vs STT
+153.4%
+22.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.3% |
| 7D | +3.0% | -1.4% | +4.4% | +3.7% |
| 30D | -10.9% | +2.2% | -13.1% | -11.9% |
| 3M | +9.2% | +18.8% | -9.6% | +0.7% |
| 6M | +13.9% | +57.9% | -44.0% | -8.1% |
| YTD | +29.5% | +51.0% | -21.5% | +6.3% |
| 1Y | +14.2% | +77.1% | -62.9% | -13.1% |
| 3Y | +79.9% | +199.8% | -120.0% | +7.1% |
| 5Y | +175.7% | +156.0% | +19.7% | +64.2% |
| All | +175.7% | +153.4% | +22.3% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling