+19,359.6%
STRL vs EAT
+6,500.2%
+12,859.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.9% |
| 3M | -51.0% | +68.7% | -119.7% | -57.1% |
| 6M | +15.8% | +66.9% | -51.1% | +1.5% |
| YTD | +58.9% | +60.4% | -1.5% | +40.0% |
| 1Y | +68.5% | +44.0% | +24.5% | +50.9% |
| 3Y | +485.2% | +604.7% | -119.5% | +253.8% |
| 5Y | +2,005.1% | +347.0% | +1,658.1% | +1,247.9% |
| 10Y | +7,118.0% | +390.8% | +6,727.2% | +3,904.8% |
| All | +19,359.6% | +6,500.2% | +12,859.4% | +5,734.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling