+64.4%
STRL vs ETR
+26.4%
+38.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.2% | -0.3% |
| 7D | +8.2% | +0.4% | +7.8% | +7.8% |
| 30D | -6.3% | +2.0% | -8.4% | -7.9% |
| 3M | -41.2% | -1.7% | -39.5% | -40.3% |
| 6M | +20.4% | +3.6% | +16.8% | +13.3% |
| YTD | +61.7% | +18.0% | +43.6% | +27.1% |
| All | +64.4% | +26.4% | +38.0% | +32.7% |
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