+61.0%
STRL vs ET
+35.8%
+25.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | +5.4% | +1.4% | +4.0% | +5.3% |
| 30D | -9.0% | +4.6% | -13.6% | -9.2% |
| 3M | -37.1% | +16.0% | -53.1% | -38.3% |
| 6M | +17.8% | +22.8% | -5.0% | +14.1% |
| YTD | +58.3% | +38.9% | +19.5% | +49.9% |
| 1Y | +61.0% | +34.1% | +26.9% | +38.9% |
| All | +61.0% | +35.8% | +25.2% | +38.9% |
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 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