+1,048.0%
STX vs ETN
+185.4%
+862.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.0% | -7.7% | -6.6% |
| 7D | -2.3% | +3.5% | -5.8% | -4.8% |
| 30D | -5.5% | -7.5% | +2.0% | +0.2% |
| 3M | -4.3% | +8.3% | -12.6% | -9.0% |
| 6M | +115.6% | +20.2% | +95.4% | +91.8% |
| YTD | +202.2% | +34.7% | +167.5% | +150.4% |
| 1Y | +325.3% | +19.4% | +305.8% | +283.4% |
| 3Y | +1,283.9% | +85.5% | +1,198.4% | +810.7% |
| All | +1,048.0% | +185.4% | +862.7% | +422.0% |
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