+16.7%
STM vs ETN
+65.2%
-48.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +10.8% |
| 3M | -13.2% | -21.9% | +8.7% | +4.0% |
| 6M | -26.1% | -12.8% | -13.3% | -17.8% |
| YTD | +81.2% | +12.1% | +69.1% | +72.2% |
| 1Y | +98.3% | +0.8% | +97.5% | +100.5% |
| 3Y | +16.7% | +64.5% | -47.8% | -18.0% |
| All | +16.7% | +65.2% | -48.5% | -18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling