+6,906.6%
STRL vs EFV
+167.0%
+6,739.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.7% |
| 7D | +5.4% | -2.0% | +7.4% | +8.1% |
| 30D | -9.0% | -0.2% | -8.8% | -8.9% |
| 3M | -37.1% | +9.1% | -46.2% | -43.5% |
| 6M | +17.8% | +11.7% | +6.1% | +4.7% |
| YTD | +58.3% | +17.0% | +41.3% | +33.5% |
| 1Y | +61.0% | +26.7% | +34.3% | +24.0% |
| 3Y | +517.8% | +90.2% | +427.7% | +194.8% |
| 5Y | +2,119.0% | +96.1% | +2,022.9% | +914.3% |
| All | +6,906.6% | +167.0% | +6,739.6% | +2,343.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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