+3,343.4%
STX vs ETN
+730.7%
+2,612.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.0% | -7.7% | -6.3% |
| 7D | -2.3% | +3.5% | -5.8% | -4.5% |
| 30D | -5.5% | -7.5% | +2.0% | -0.5% |
| 3M | -4.3% | +8.3% | -12.6% | -8.4% |
| 6M | +115.6% | +20.2% | +95.4% | +94.7% |
| YTD | +202.2% | +34.7% | +167.5% | +155.9% |
| 1Y | +325.3% | +19.4% | +305.8% | +289.4% |
| 3Y | +1,283.9% | +85.5% | +1,198.4% | +852.2% |
| 5Y | +1,048.3% | +186.6% | +861.7% | +504.3% |
| All | +3,343.4% | +730.7% | +2,612.7% | +872.8% |
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