+644.6%
STM vs ETN
+699.0%
-54.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -0.5% |
| 7D | -1.1% | +3.0% | -4.1% | -3.2% |
| 30D | -7.8% | -10.9% | +3.1% | +0.1% |
| 3M | -28.2% | +9.2% | -37.4% | -32.6% |
| 6M | +52.0% | +13.9% | +38.1% | +39.3% |
| YTD | +96.4% | +29.5% | +66.9% | +64.4% |
| 1Y | +98.8% | +14.2% | +84.6% | +80.1% |
| 3Y | +18.3% | +79.9% | -61.6% | -26.5% |
| 5Y | +17.7% | +175.7% | -158.0% | -47.2% |
| All | +644.6% | +699.0% | -54.5% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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