+3,786.6%
STRL vs ETR
+379.5%
+3,407.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +23.4% | +1.5% | +21.9% | +22.7% |
| 30D | -39.5% | +6.6% | -46.1% | -41.6% |
| 3M | -45.1% | +4.4% | -49.5% | -46.4% |
| 6M | -64.6% | -0.3% | -64.3% | -64.7% |
| YTD | -1.5% | +23.3% | -24.8% | -11.3% |
| 1Y | -20.8% | +18.9% | -39.6% | -27.2% |
| 3Y | +353.1% | +155.5% | +197.7% | +195.9% |
| 5Y | +942.9% | +159.9% | +783.0% | +562.1% |
| All | +3,786.6% | +379.5% | +3,407.1% | +1,898.8% |
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