+3,988.2%
STRL vs ED
+132.0%
+3,856.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | -0.1% | +15.1% | +15.0% |
| 7D | -13.3% | -0.1% | -13.3% | -13.4% |
| 30D | -43.3% | +11.6% | -54.9% | -44.2% |
| 3M | -46.9% | +10.5% | -57.4% | -47.6% |
| 6M | -65.6% | +13.2% | -78.8% | -66.4% |
| YTD | -5.1% | +22.1% | -27.2% | -8.9% |
| 1Y | -23.1% | +24.2% | -47.2% | -26.5% |
| 3Y | +346.8% | +46.9% | +299.9% | +292.2% |
| 5Y | +907.2% | +80.8% | +826.4% | +709.6% |
| 10Y | +3,988.2% | +134.3% | +3,853.9% | +2,909.9% |
| All | +3,988.2% | +132.0% | +3,856.1% | +2,909.9% |
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