+7,055.3%
STRL vs ET
+178.7%
+6,876.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.8% |
| 7D | +8.2% | +0.6% | +7.6% | +7.9% |
| 30D | -6.3% | +5.3% | -11.6% | -8.5% |
| 3M | -41.2% | +15.6% | -56.8% | -45.3% |
| 6M | +20.4% | +20.6% | -0.3% | +9.7% |
| YTD | +61.7% | +38.5% | +23.2% | +38.2% |
| 1Y | +72.7% | +35.7% | +37.0% | +48.9% |
| 3Y | +530.9% | +98.4% | +432.6% | +371.6% |
| 5Y | +2,125.4% | +245.3% | +1,880.1% | +1,210.1% |
| All | +7,055.3% | +178.7% | +6,876.7% | +4,261.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling