+706.7%
ETN vs STZ
-11.3%
+718.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.4% |
| 7D | +3.5% | -4.5% | +8.0% | +5.1% |
| 30D | -7.5% | -8.6% | +1.1% | -4.7% |
| 3M | +8.3% | -13.8% | +22.1% | +13.5% |
| 6M | +20.2% | -17.2% | +37.3% | +27.2% |
| YTD | +34.7% | -9.4% | +44.0% | +36.0% |
| 1Y | +19.4% | -11.9% | +31.3% | +21.6% |
| 3Y | +85.5% | -49.6% | +135.1% | +135.2% |
| 5Y | +186.6% | -37.2% | +223.8% | +220.1% |
| All | +706.7% | -11.3% | +718.0% | +649.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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