+3,877.1%
STRL vs ED
+141.1%
+3,736.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.0% | +4.9% |
| 7D | +7.1% | -0.9% | +8.0% | +7.2% |
| 30D | -39.4% | +11.2% | -50.6% | -40.2% |
| 3M | -43.0% | +11.8% | -54.8% | -43.8% |
| 6M | -65.0% | +14.1% | -79.1% | -65.8% |
| YTD | -0.8% | +23.0% | -23.7% | -4.8% |
| 1Y | -20.3% | +23.7% | -43.9% | -23.7% |
| 3Y | +356.5% | +47.7% | +308.8% | +300.2% |
| 5Y | +952.8% | +82.6% | +870.2% | +743.3% |
| 10Y | +3,877.1% | +141.8% | +3,735.3% | +2,680.1% |
| All | +3,877.1% | +141.1% | +3,736.0% | +2,680.1% |
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