+14,264.4%
ETN vs STZ
+9,075.1%
+5,189.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.6% | +8.4% | +4.0% |
| 7D | +8.0% | -7.4% | +15.4% | +9.9% |
| 30D | -5.9% | -10.9% | +5.0% | -3.6% |
| 3M | +5.0% | -13.4% | +18.4% | +7.9% |
| 6M | +22.4% | -16.2% | +38.6% | +26.4% |
| YTD | +33.6% | -10.4% | +44.1% | +35.4% |
| 1Y | +22.1% | -14.8% | +36.9% | +24.8% |
| 3Y | +85.6% | -50.1% | +135.7% | +112.1% |
| 5Y | +179.2% | -38.8% | +218.0% | +203.2% |
| 10Y | +687.3% | -14.1% | +701.4% | +681.6% |
| All | +14,264.4% | +9,075.1% | +5,189.4% | +7,741.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling