-20.8%
STRL vs ETR
+18.4%
-39.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +23.4% | +1.5% | +21.9% | +22.2% |
| 30D | -39.5% | +6.6% | -46.1% | -43.0% |
| 3M | -45.1% | +4.4% | -49.5% | -47.2% |
| 6M | -64.6% | -0.3% | -64.3% | -64.5% |
| YTD | -1.5% | +23.3% | -24.8% | -31.6% |
| 1Y | -20.8% | +18.9% | -39.6% | -39.5% |
| All | -20.8% | +18.4% | -39.2% | -39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling