+11,526.8%
STRL vs ETR
+4,136.7%
+7,390.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +1.1% | +13.8% | +14.6% |
| 7D | -13.3% | +1.7% | -15.1% | -13.9% |
| 30D | -43.3% | +8.7% | -52.1% | -45.0% |
| 3M | -46.9% | +4.9% | -51.8% | -47.7% |
| 6M | -65.6% | +0.8% | -66.4% | -65.8% |
| YTD | -5.1% | +23.1% | -28.2% | -11.1% |
| 1Y | -23.1% | +17.9% | -41.0% | -26.8% |
| 3Y | +346.8% | +154.5% | +192.3% | +239.1% |
| 5Y | +907.2% | +160.3% | +746.9% | +653.0% |
| 10Y | +3,988.2% | +366.9% | +3,621.2% | +2,530.7% |
| All | +11,526.8% | +4,136.7% | +7,390.1% | +5,835.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling