+21.1%
STM vs ETN
+174.7%
-153.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | +0.4% |
| 7D | +1.7% | +6.2% | -4.6% | -2.9% |
| 30D | -5.2% | -6.7% | +1.5% | -0.3% |
| 3M | -29.6% | +3.6% | -33.2% | -31.6% |
| 6M | +54.4% | +18.3% | +36.0% | +37.7% |
| YTD | +99.5% | +31.5% | +68.1% | +65.4% |
| 1Y | +100.8% | +20.6% | +80.2% | +74.8% |
| 3Y | +20.2% | +82.5% | -62.4% | -28.6% |
| 5Y | +21.1% | +177.8% | -156.6% | -52.6% |
| All | +21.1% | +174.7% | -153.6% | -52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling