+937.9%
STRL vs ED
+85.1%
+852.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.4% | -2.5% |
| 7D | +15.7% | +2.1% | +13.6% | +16.5% |
| 30D | -35.5% | +10.4% | -45.9% | -32.9% |
| 3M | -47.1% | +12.5% | -59.7% | -44.8% |
| 6M | -65.8% | +14.9% | -80.7% | -64.0% |
| YTD | -4.5% | +24.8% | -29.3% | +1.6% |
| 1Y | -10.5% | +23.8% | -34.3% | -4.7% |
| 3Y | +340.6% | +51.6% | +289.0% | +344.7% |
| All | +937.9% | +85.1% | +852.8% | +927.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling