+465.1%
STM vs ETN
+541.6%
-76.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.8% |
| 7D | +12.0% | +3.6% | +8.4% | +9.2% |
| 30D | -0.4% | -13.4% | +13.0% | +11.0% |
| 3M | -13.2% | -21.9% | +8.7% | +4.3% |
| 6M | -26.1% | -12.8% | -13.3% | -17.8% |
| YTD | +81.2% | +12.1% | +69.1% | +68.6% |
| 1Y | +98.3% | +0.8% | +97.5% | +98.3% |
| 3Y | +16.7% | +64.5% | -47.8% | -22.7% |
| 5Y | -4.8% | +121.7% | -126.6% | -50.7% |
| All | +465.1% | +541.6% | -76.6% | +48.9% |
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