+2,037.8%
STM vs ETN
+9,064.1%
-7,026.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.7% |
| 7D | +12.0% | +3.6% | +8.4% | +9.4% |
| 30D | -0.4% | -13.4% | +13.0% | +10.3% |
| 3M | -13.2% | -21.9% | +8.7% | +3.1% |
| 6M | -26.1% | -12.8% | -13.3% | -18.2% |
| YTD | +81.2% | +12.1% | +69.1% | +69.4% |
| 1Y | +98.3% | +0.8% | +97.5% | +98.5% |
| 3Y | +16.7% | +64.5% | -47.8% | -19.2% |
| 5Y | -4.8% | +121.7% | -126.6% | -46.6% |
| 10Y | +468.8% | +542.2% | -73.4% | +53.5% |
| All | +2,037.8% | +9,064.1% | -7,026.3% | +39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling