-25.9%
STRL vs ED
+27.1%
-53.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +3.0% | -24.4% | -16.8% |
| 7D | -27.1% | +5.4% | -32.4% | -20.0% |
| 30D | -45.8% | +16.4% | -62.2% | -32.0% |
| 3M | -47.6% | +11.9% | -59.5% | -38.0% |
| 6M | -46.4% | +11.6% | -58.0% | -34.8% |
| YTD | -7.4% | +24.1% | -31.5% | +27.4% |
| 1Y | -25.9% | +26.9% | -52.7% | +6.0% |
| All | -25.9% | +27.1% | -53.0% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling