+144.1%
STRL vs ETHA
-41.0%
+185.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.2% | +3.7% | +4.6% |
| 7D | +7.1% | -14.0% | +21.1% | +11.7% |
| 30D | -39.4% | -17.4% | -22.0% | -36.2% |
| 3M | -43.0% | +10.6% | -53.6% | -45.0% |
| 6M | -65.0% | -11.2% | -53.8% | -64.2% |
| YTD | -0.8% | -30.1% | +29.3% | +6.1% |
| 1Y | -20.3% | -39.6% | +19.3% | -11.6% |
| All | +144.1% | -41.0% | +185.1% | +143.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 10y: compounded portfolio wealth divided by compounded ETHA 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…
10y analysis · Full analysis span regression · 6 months rolling