+19,359.6%
STRL vs ETR
+3,965.4%
+15,394.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.5% | +6.2% | +5.9% |
| 7D | +3.4% | +1.4% | +2.0% | +2.9% |
| 30D | -9.2% | +1.0% | -10.2% | -9.5% |
| 3M | -51.0% | -1.3% | -49.8% | -50.9% |
| 6M | +15.8% | +1.9% | +13.9% | +15.0% |
| YTD | +58.9% | +18.2% | +40.7% | +51.0% |
| 1Y | +68.5% | +24.7% | +43.8% | +58.0% |
| 3Y | +485.2% | +150.7% | +334.5% | +347.2% |
| 5Y | +2,005.1% | +127.0% | +1,878.1% | +1,539.3% |
| 10Y | +7,118.0% | +295.5% | +6,822.5% | +4,749.9% |
| All | +19,359.6% | +3,965.4% | +15,394.2% | +9,981.0% |
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