+190.4%
ETN vs STZ
-37.6%
+228.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.2% |
| 7D | +3.5% | -4.5% | +8.0% | +4.4% |
| 30D | -7.5% | -8.6% | +1.1% | -6.1% |
| 3M | +8.3% | -13.8% | +22.1% | +11.1% |
| 6M | +20.2% | -17.2% | +37.3% | +24.2% |
| YTD | +34.7% | -9.4% | +44.0% | +34.9% |
| 1Y | +19.4% | -11.9% | +31.3% | +20.4% |
| 3Y | +85.5% | -49.6% | +135.1% | +120.0% |
| All | +190.4% | -37.6% | +228.0% | +196.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling