-25.9%
STRL vs ET
+24.7%
-50.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -3.5% | -18.0% | -20.1% |
| 7D | -27.1% | -6.0% | -21.0% | -25.5% |
| 30D | -45.8% | -6.1% | -39.7% | -44.6% |
| 3M | -47.6% | -2.7% | -44.9% | -46.7% |
| 6M | -46.4% | +0.2% | -46.7% | -45.6% |
| YTD | -7.4% | +24.3% | -31.7% | -11.1% |
| 1Y | -25.9% | +26.4% | -52.2% | -30.6% |
| All | -25.9% | +24.7% | -50.6% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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