+1,493.2%
STRL vs ET
+1,311.7%
+181.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.7% |
| 7D | +23.4% | +3.0% | +20.4% | +22.3% |
| 30D | -39.5% | -3.5% | -36.1% | -38.6% |
| 3M | -45.1% | -5.6% | -39.4% | -43.9% |
| 6M | -64.6% | +0.5% | -65.1% | -64.7% |
| YTD | -1.5% | +26.3% | -27.9% | -8.7% |
| 1Y | -20.8% | +25.7% | -46.4% | -26.5% |
| 3Y | +353.1% | +85.1% | +268.0% | +279.2% |
| 5Y | +942.9% | +216.4% | +726.5% | +642.4% |
| 10Y | +3,847.6% | +160.9% | +3,686.7% | +2,702.3% |
| All | +1,493.2% | +1,311.7% | +181.5% | +257.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling