+357.9%
STRL vs EFV
+91.3%
+266.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +5.0% | +5.0% |
| 7D | +7.1% | -1.0% | +8.1% | +9.3% |
| 30D | -39.4% | +3.1% | -42.5% | -42.6% |
| 3M | -43.0% | -1.2% | -41.7% | -42.3% |
| 6M | -65.0% | +5.6% | -70.6% | -68.0% |
| YTD | -0.8% | +15.8% | -16.6% | -18.1% |
| 1Y | -20.3% | +20.0% | -40.3% | -36.9% |
| All | +357.9% | +91.3% | +266.5% | +112.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling