+2,469.9%
STRL vs ET
+1,435.0%
+1,035.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.3% | +5.5% | +5.7% |
| 7D | +3.4% | +0.9% | +2.5% | +3.1% |
| 30D | -9.2% | +7.5% | -16.7% | -11.4% |
| 3M | -51.0% | +11.4% | -62.5% | -52.8% |
| 6M | +15.8% | +18.5% | -2.8% | +9.2% |
| YTD | +58.9% | +37.4% | +21.5% | +42.9% |
| 1Y | +68.5% | +30.9% | +37.6% | +53.8% |
| 3Y | +485.2% | +98.7% | +386.5% | +377.1% |
| 5Y | +2,005.1% | +230.7% | +1,774.4% | +1,368.3% |
| 10Y | +7,118.0% | +175.6% | +6,942.4% | +4,895.6% |
| All | +2,469.9% | +1,435.0% | +1,035.0% | +459.9% |
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 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