+2,022.6%
STRL vs ECL
+31.2%
+1,991.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.6% | +5.7% |
| 7D | +3.4% | -2.6% | +6.0% | +4.6% |
| 30D | -9.2% | -2.2% | -7.1% | -8.5% |
| 3M | -51.0% | +10.1% | -61.2% | -54.1% |
| 6M | +15.8% | -5.7% | +21.5% | +17.7% |
| YTD | +58.9% | +7.0% | +51.9% | +51.8% |
| 1Y | +68.5% | +2.7% | +65.9% | +63.8% |
| 3Y | +485.2% | +57.7% | +427.5% | +357.2% |
| All | +2,022.6% | +31.2% | +1,991.3% | +1,658.3% |
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 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