+340.6%
STRL vs EAT
+476.7%
-136.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.4% | -3.2% |
| 7D | +15.7% | -4.0% | +19.6% | +16.8% |
| 30D | -35.5% | -2.9% | -32.6% | -35.3% |
| 3M | -47.1% | -16.9% | -30.3% | -44.9% |
| 6M | -65.8% | +57.0% | -122.7% | -70.8% |
| YTD | -4.5% | +38.2% | -42.7% | -16.0% |
| 1Y | -10.5% | +69.3% | -79.8% | -25.9% |
| 3Y | +340.6% | +483.0% | -142.4% | +145.8% |
| All | +340.6% | +476.7% | -136.1% | +145.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling