+2,285.7%
STM vs ETN
+10,534.2%
-8,248.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | -0.5% |
| 7D | +5.8% | +2.0% | +3.8% | +4.3% |
| 30D | -1.0% | -7.9% | +6.9% | +4.7% |
| 3M | -33.3% | -1.6% | -31.6% | -32.4% |
| 6M | +57.4% | +16.9% | +40.5% | +42.6% |
| YTD | +102.2% | +30.1% | +72.1% | +70.2% |
| 1Y | +99.6% | +19.3% | +80.3% | +76.5% |
| 3Y | +14.5% | +82.5% | -68.0% | -26.8% |
| 5Y | +21.4% | +166.8% | -145.5% | -40.3% |
| 10Y | +695.0% | +649.7% | +45.2% | +91.0% |
| All | +2,285.7% | +10,534.2% | -8,248.4% | +40.2% |
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