+75.2%
STRL vs EAT
+39.9%
+35.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.4% | +6.6% | +3.9% |
| 7D | +10.1% | -4.9% | +15.0% | +11.2% |
| 30D | -8.2% | -1.2% | -7.0% | -8.2% |
| 3M | -43.7% | +52.2% | -95.9% | -49.2% |
| 6M | +27.1% | +65.0% | -37.9% | +14.4% |
| YTD | +64.0% | +55.0% | +9.0% | +48.6% |
| 1Y | +75.2% | +42.1% | +33.1% | +76.5% |
| All | +75.2% | +39.9% | +35.2% | +76.5% |
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