+61.6%
STRL vs ETHA
-42.6%
+104.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.2% | +2.2% | +4.3% |
| 7D | +5.0% | +3.5% | +1.6% | +3.9% |
| 30D | -6.9% | +35.3% | -42.2% | -16.5% |
| 3M | -39.1% | +50.9% | -89.9% | -47.6% |
| 6M | +21.5% | +22.1% | -0.6% | +13.4% |
| YTD | +66.9% | -14.6% | +81.5% | +72.4% |
| 1Y | +61.6% | -42.8% | +104.4% | +85.4% |
| All | +61.6% | -42.6% | +104.2% | +85.4% |
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