+7,282.2%
STRL vs ECL
+150.0%
+7,132.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.6% | +5.7% |
| 7D | +3.4% | -2.6% | +6.0% | +5.0% |
| 30D | -9.2% | -2.2% | -7.1% | -8.4% |
| 3M | -51.0% | +10.1% | -61.2% | -54.7% |
| 6M | +15.8% | -5.7% | +21.5% | +18.2% |
| YTD | +58.9% | +7.0% | +51.9% | +50.1% |
| 1Y | +68.5% | +2.7% | +65.9% | +62.4% |
| 3Y | +485.2% | +57.7% | +427.5% | +327.2% |
| 5Y | +2,005.1% | +31.1% | +1,974.0% | +1,592.3% |
| All | +7,282.2% | +150.0% | +7,132.2% | +3,753.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling