+11,482.4%
STRL vs ECL
+14,413.7%
-2,931.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -19.8% | +0.4% | -20.3% | -20.1% |
| 30D | -43.6% | +8.6% | -52.1% | -45.6% |
| 3M | -45.2% | +7.9% | -53.1% | -47.2% |
| 6M | -65.7% | +21.0% | -86.8% | -68.8% |
| YTD | -5.4% | +17.5% | -23.0% | -12.6% |
| 1Y | -24.7% | +19.7% | -44.3% | -31.0% |
| 3Y | +335.0% | +77.4% | +257.6% | +238.0% |
| 5Y | +915.3% | +38.7% | +876.6% | +757.3% |
| 10Y | +3,877.5% | +193.5% | +3,684.0% | +2,486.9% |
| All | +11,482.4% | +14,413.7% | -2,931.3% | +4,929.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling