+937.9%
STRL vs ECL
+38.6%
+899.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.7% | -3.7% |
| 7D | +15.7% | +2.9% | +12.8% | +14.4% |
| 30D | -35.5% | +7.5% | -43.0% | -37.7% |
| 3M | -47.1% | +12.2% | -59.4% | -50.1% |
| 6M | -65.8% | +24.6% | -90.3% | -69.8% |
| YTD | -4.5% | +18.8% | -23.3% | -13.3% |
| 1Y | -10.5% | +19.3% | -29.8% | -19.0% |
| 3Y | +340.6% | +78.2% | +262.4% | +223.5% |
| All | +937.9% | +38.6% | +899.3% | +762.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling