+19,359.6%
STRL vs ECL
+13,109.9%
+6,249.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.6% | +5.7% |
| 7D | +3.4% | -2.6% | +6.0% | +4.5% |
| 30D | -9.2% | -2.2% | -7.1% | -8.6% |
| 3M | -51.0% | +10.1% | -61.2% | -53.5% |
| 6M | +15.8% | -5.7% | +21.5% | +17.6% |
| YTD | +58.9% | +7.0% | +51.9% | +53.1% |
| 1Y | +68.5% | +2.7% | +65.9% | +64.7% |
| 3Y | +485.2% | +57.7% | +427.5% | +378.8% |
| 5Y | +2,005.1% | +31.1% | +1,974.0% | +1,723.6% |
| 10Y | +7,118.0% | +150.9% | +6,967.1% | +4,901.4% |
| All | +19,359.6% | +13,109.9% | +6,249.7% | +8,710.8% |
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