+539.9%
STRL vs ET
+96.2%
+443.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | +10.1% | +0.4% | +9.7% | +9.7% |
| 30D | -8.2% | +6.9% | -15.1% | -13.2% |
| 3M | -43.7% | +13.1% | -56.8% | -49.6% |
| 6M | +27.1% | +18.7% | +8.4% | +8.2% |
| YTD | +64.0% | +37.4% | +26.5% | +21.6% |
| 1Y | +75.2% | +34.8% | +40.3% | +31.7% |
| 3Y | +539.9% | +96.8% | +443.1% | +298.7% |
| All | +539.9% | +96.2% | +443.7% | +298.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling