+7,282.2%
STRL vs ED
+101.3%
+7,180.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.3% | +7.1% | +5.9% |
| 7D | +3.4% | -0.2% | +3.6% | +3.4% |
| 30D | -9.2% | -0.1% | -9.1% | -9.2% |
| 3M | -51.0% | +3.9% | -55.0% | -51.5% |
| 6M | +15.8% | -3.0% | +18.8% | +15.7% |
| YTD | +58.9% | +10.7% | +48.2% | +54.7% |
| 1Y | +68.5% | +13.3% | +55.2% | +62.8% |
| 3Y | +485.2% | +34.5% | +450.7% | +420.5% |
| 5Y | +2,005.1% | +67.1% | +1,938.0% | +1,611.4% |
| All | +7,282.2% | +101.3% | +7,180.9% | +5,802.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling