-25.9%
STRL vs ECL
+23.8%
-49.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +3.4% | -24.8% | -21.2% |
| 7D | -27.1% | +7.7% | -34.8% | -27.2% |
| 30D | -45.8% | +13.7% | -59.5% | -46.4% |
| 3M | -47.6% | +11.6% | -59.2% | -48.1% |
| 6M | -46.4% | +23.9% | -70.3% | -50.9% |
| YTD | -7.4% | +21.0% | -28.3% | -10.8% |
| 1Y | -25.9% | +23.1% | -49.0% | -29.3% |
| All | -25.9% | +23.8% | -49.6% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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