+297.8%
STRL vs ETHA
-30.1%
+327.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | +8.2% | +2.9% | +5.3% | +7.3% |
| 30D | -6.3% | +31.4% | -37.7% | -13.6% |
| 3M | -41.2% | +48.9% | -90.1% | -47.8% |
| 6M | +20.4% | +20.9% | -0.5% | +13.4% |
| YTD | +61.7% | -17.2% | +78.9% | +65.5% |
| 1Y | +72.7% | -42.8% | +115.5% | +91.9% |
| All | +297.8% | -30.1% | +327.9% | +280.1% |
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