+3,667.8%
STRL vs ED
+129.3%
+3,538.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +5.8% | +3.6% |
| 7D | -26.9% | +1.6% | -28.6% | -27.1% |
| 30D | -52.7% | +13.3% | -66.0% | -53.4% |
| 3M | -52.8% | +9.7% | -62.6% | -53.4% |
| 6M | -71.5% | +12.8% | -84.3% | -72.0% |
| YTD | -17.4% | +22.3% | -39.8% | -20.6% |
| 1Y | -35.0% | +26.3% | -61.2% | -37.9% |
| 3Y | +239.2% | +45.0% | +194.2% | +201.1% |
| 5Y | +830.2% | +80.2% | +750.0% | +655.7% |
| All | +3,667.8% | +129.3% | +3,538.5% | +2,932.4% |
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