+17,056.4%
STX vs ETN
+3,947.9%
+13,108.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.7% | +3.7% | +4.7% |
| 7D | +10.7% | +8.0% | +2.7% | +5.4% |
| 30D | +11.3% | -5.9% | +17.2% | +16.1% |
| 3M | +3.2% | +5.0% | -1.7% | +0.9% |
| 6M | +157.0% | +22.4% | +134.6% | +129.0% |
| YTD | +229.2% | +33.6% | +195.6% | +178.6% |
| 1Y | +381.8% | +22.1% | +359.7% | +334.5% |
| 3Y | +1,383.2% | +85.6% | +1,297.6% | +890.7% |
| 5Y | +1,144.9% | +179.2% | +965.6% | +532.8% |
| 10Y | +3,676.0% | +687.3% | +2,988.7% | +821.8% |
| All | +17,056.4% | +3,947.9% | +13,108.4% | +1,185.9% |
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