+68.5%
STRL vs EAT
+37.5%
+31.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.6% | +5.2% | +5.6% |
| 7D | +3.4% | 0.0% | +3.4% | +3.4% |
| 30D | -9.2% | +1.9% | -11.1% | -9.8% |
| 3M | -51.0% | +68.7% | -119.7% | -56.9% |
| 6M | +15.8% | +66.9% | -51.1% | +3.5% |
| YTD | +58.9% | +60.4% | -1.5% | +42.9% |
| 1Y | +68.5% | +44.0% | +24.5% | +69.9% |
| All | +68.5% | +37.5% | +31.1% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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