+9,929.9%
STX vs ETN
+3,295.1%
+6,634.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -2.0% |
| 7D | +14.6% | +3.6% | +11.0% | +12.3% |
| 30D | -26.0% | -13.4% | -12.6% | -17.8% |
| 3M | -42.6% | -21.9% | -20.7% | -32.0% |
| 6M | -35.3% | -12.8% | -22.5% | -28.1% |
| YTD | +92.5% | +12.1% | +80.4% | +83.6% |
| 1Y | +102.4% | +0.8% | +101.6% | +106.8% |
| 3Y | +673.8% | +64.5% | +609.3% | +466.3% |
| 5Y | +463.1% | +121.7% | +341.3% | +234.8% |
| 10Y | +2,014.6% | +542.2% | +1,472.4% | +495.2% |
| All | +9,929.9% | +3,295.1% | +6,634.7% | +747.6% |
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