+784.6%
STRL vs ECL
+37.7%
+746.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +4.2% |
| 7D | -26.9% | -0.8% | -26.2% | -26.9% |
| 30D | -52.7% | +8.1% | -60.8% | -54.5% |
| 3M | -52.8% | +6.4% | -59.2% | -54.4% |
| 6M | -71.5% | +14.8% | -86.2% | -73.8% |
| YTD | -17.4% | +15.5% | -32.9% | -24.2% |
| 1Y | -35.0% | +20.1% | -55.1% | -41.5% |
| 3Y | +239.2% | +77.8% | +161.5% | +149.0% |
| All | +784.6% | +37.7% | +746.9% | +624.5% |
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