+325.3%
STX vs ETN
+18.3%
+307.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.0% | -7.7% | -8.0% |
| 7D | -2.3% | +3.5% | -5.8% | -6.0% |
| 30D | -5.5% | -7.5% | +2.0% | +2.9% |
| 3M | -4.3% | +8.3% | -12.6% | -12.1% |
| 6M | +115.6% | +20.2% | +95.4% | +71.1% |
| YTD | +202.2% | +34.7% | +167.5% | +100.7% |
| 1Y | +325.3% | +19.4% | +305.8% | +242.5% |
| All | +325.3% | +18.3% | +307.0% | +242.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling