+68.5%
STRL vs ET
+31.4%
+37.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.3% | +5.5% | +5.7% |
| 7D | +3.4% | +0.9% | +2.5% | +3.3% |
| 30D | -9.2% | +7.5% | -16.7% | -9.9% |
| 3M | -51.0% | +11.4% | -62.5% | -51.5% |
| 6M | +15.8% | +18.5% | -2.8% | +12.4% |
| YTD | +58.9% | +37.4% | +21.5% | +48.0% |
| 1Y | +68.5% | +30.9% | +37.6% | +50.8% |
| All | +68.5% | +31.4% | +37.1% | +50.8% |
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