+3,988.2%
STRL vs EAT
+375.0%
+3,613.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | -1.5% | +16.4% | +15.4% |
| 7D | -13.3% | -3.9% | -9.4% | -12.9% |
| 30D | -43.3% | +5.0% | -48.3% | -44.5% |
| 3M | -46.9% | -9.6% | -37.2% | -46.0% |
| 6M | -65.6% | +46.8% | -112.4% | -69.7% |
| YTD | -5.1% | +41.8% | -46.9% | -16.3% |
| 1Y | -23.1% | +98.3% | -121.4% | -38.6% |
| 3Y | +346.8% | +503.1% | -156.2% | +153.6% |
| 5Y | +907.2% | +356.7% | +550.5% | +483.7% |
| 10Y | +3,988.2% | +349.8% | +3,638.4% | +2,211.2% |
| All | +3,988.2% | +375.0% | +3,613.2% | +2,211.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling