+6,906.6%
STRL vs ET
+179.3%
+6,727.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | +5.4% | +1.4% | +4.0% | +4.8% |
| 30D | -9.0% | +4.6% | -13.6% | -10.9% |
| 3M | -37.1% | +16.0% | -53.1% | -41.5% |
| 6M | +17.8% | +22.8% | -5.0% | +6.5% |
| YTD | +58.3% | +38.9% | +19.5% | +35.2% |
| 1Y | +61.0% | +34.1% | +26.9% | +39.5% |
| 3Y | +517.8% | +98.8% | +419.0% | +361.3% |
| 5Y | +2,119.0% | +246.8% | +1,872.2% | +1,203.8% |
| All | +6,906.6% | +179.3% | +6,727.3% | +4,165.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling