-54.4%
STRL vs ED
+12.8%
-67.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | +0.9% | -14.8% | -12.3% |
| 7D | -34.6% | +5.2% | -39.8% | -28.9% |
| 30D | -56.7% | +15.5% | -72.2% | -52.6% |
| 3M | -54.4% | +13.0% | -67.4% | -51.2% |
| All | -54.4% | +12.8% | -67.3% | -51.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling