+19,963.1%
ETN vs STT
+7,372.9%
+12,590.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.4% |
| 7D | +2.0% | +0.5% | +1.5% | +1.8% |
| 30D | -7.9% | +3.9% | -11.8% | -9.1% |
| 3M | -1.6% | +20.0% | -21.6% | -7.4% |
| 6M | +16.9% | +55.3% | -38.4% | +0.9% |
| YTD | +30.1% | +53.3% | -23.3% | +12.6% |
| 1Y | +19.3% | +74.7% | -55.4% | -1.2% |
| 3Y | +82.5% | +205.8% | -123.3% | +25.1% |
| 5Y | +166.8% | +145.0% | +21.8% | +92.3% |
| 10Y | +649.7% | +266.0% | +383.7% | +366.5% |
| All | +19,963.1% | +7,372.9% | +12,590.1% | +5,948.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling