+290.8%
STRL vs ETHA
-30.3%
+321.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.6% | +8.4% | +6.5% |
| 7D | +3.4% | +0.8% | +2.6% | +3.1% |
| 30D | -9.2% | +27.9% | -37.1% | -15.6% |
| 3M | -51.0% | +38.3% | -89.4% | -55.6% |
| 6M | +15.8% | +14.0% | +1.8% | +10.7% |
| YTD | +58.9% | -17.4% | +76.3% | +62.7% |
| 1Y | +68.5% | -42.7% | +111.2% | +87.1% |
| All | +290.8% | -30.3% | +321.2% | +273.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling