+2,022.6%
STRL vs ETR
+127.8%
+1,894.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.5% | +6.2% | +6.0% |
| 7D | +3.4% | +1.4% | +2.0% | +2.7% |
| 30D | -9.2% | +1.0% | -10.2% | -9.6% |
| 3M | -51.0% | -1.3% | -49.8% | -50.8% |
| 6M | +15.8% | +1.9% | +13.9% | +14.5% |
| YTD | +58.9% | +18.2% | +40.7% | +47.2% |
| 1Y | +68.5% | +24.7% | +43.8% | +53.5% |
| 3Y | +485.2% | +150.7% | +334.5% | +329.6% |
| All | +2,022.6% | +127.8% | +1,894.8% | +1,562.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling