+3,815.6%
STRL vs EAT
+325.9%
+3,489.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.9% | +2.1% | +4.2% |
| 7D | +7.1% | -8.9% | +16.1% | +9.9% |
| 30D | -39.4% | +3.4% | -42.8% | -40.3% |
| 3M | -43.0% | -9.3% | -33.6% | -42.1% |
| 6M | -65.0% | +43.8% | -108.8% | -69.0% |
| YTD | -0.8% | +39.9% | -40.6% | -12.1% |
| 1Y | -20.3% | +89.7% | -110.0% | -35.5% |
| 3Y | +356.5% | +491.3% | -134.7% | +160.7% |
| 5Y | +952.8% | +365.4% | +587.4% | +507.5% |
| All | +3,815.6% | +325.9% | +3,489.7% | +2,053.0% |
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