+303.4%
STRL vs ETHA
-29.6%
+333.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.1% | +2.9% |
| 7D | +10.1% | +2.7% | +7.4% | +9.2% |
| 30D | -8.2% | +29.4% | -37.6% | -14.9% |
| 3M | -43.7% | +47.2% | -90.9% | -49.8% |
| 6M | +27.1% | +25.4% | +1.7% | +18.6% |
| YTD | +64.0% | -16.5% | +80.5% | +67.5% |
| 1Y | +75.2% | -42.3% | +117.5% | +94.2% |
| All | +303.4% | -29.6% | +333.0% | +284.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling