+7,178.3%
STRL vs ETR
+295.2%
+6,883.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.2% | +2.1% | +2.7% |
| 7D | +10.1% | +1.4% | +8.7% | +9.4% |
| 30D | -8.2% | +1.9% | -10.1% | -9.0% |
| 3M | -43.7% | +1.0% | -44.7% | -44.0% |
| 6M | +27.1% | +4.8% | +22.3% | +24.0% |
| YTD | +64.0% | +19.5% | +44.4% | +50.7% |
| 1Y | +75.2% | +28.1% | +47.1% | +56.6% |
| 3Y | +539.9% | +151.1% | +388.8% | +326.1% |
| 5Y | +2,133.0% | +125.2% | +2,007.8% | +1,434.8% |
| 10Y | +7,178.3% | +291.1% | +6,887.1% | +4,538.0% |
| All | +7,178.3% | +295.2% | +6,883.1% | +4,538.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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