+2,125.4%
STRL vs ET
+242.4%
+1,883.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.9% |
| 7D | +8.2% | +0.6% | +7.6% | +7.8% |
| 30D | -6.3% | +5.3% | -11.6% | -9.3% |
| 3M | -41.2% | +15.6% | -56.8% | -46.7% |
| 6M | +20.4% | +20.6% | -0.3% | +6.0% |
| YTD | +61.7% | +38.5% | +23.2% | +30.0% |
| 1Y | +72.7% | +35.7% | +37.0% | +40.4% |
| 3Y | +530.9% | +98.4% | +432.6% | +336.7% |
| 5Y | +2,125.4% | +245.3% | +1,880.1% | +1,090.1% |
| All | +2,125.4% | +242.4% | +1,883.0% | +1,090.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling