-10.5%
STRL vs ETHA
-43.4%
+32.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.3% | +0.3% | -2.0% |
| 7D | +15.7% | -12.5% | +28.2% | +20.2% |
| 30D | -35.5% | -19.8% | -15.7% | -31.0% |
| 3M | -47.1% | +3.1% | -50.3% | -48.2% |
| 6M | -65.8% | -13.8% | -52.0% | -64.2% |
| YTD | -4.5% | -34.6% | +30.1% | +6.0% |
| 1Y | -10.5% | -38.7% | +28.2% | +1.8% |
| All | -10.5% | -43.4% | +32.9% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling