+357.9%
STRL vs ECL
+79.0%
+278.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.3% | +4.7% |
| 7D | +7.1% | -2.3% | +9.4% | +8.0% |
| 30D | -39.4% | +8.3% | -47.7% | -41.2% |
| 3M | -43.0% | +8.4% | -51.4% | -44.8% |
| 6M | -65.0% | +23.3% | -88.3% | -68.8% |
| YTD | -0.8% | +18.2% | -19.0% | -8.8% |
| 1Y | -20.3% | +18.8% | -39.1% | -27.0% |
| All | +357.9% | +79.0% | +278.9% | +254.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling