+2,022.6%
STRL vs EFV
+96.9%
+1,925.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.1% | +5.9% | +5.9% |
| 7D | +3.4% | +1.5% | +1.9% | +1.4% |
| 30D | -9.2% | +1.7% | -11.0% | -11.3% |
| 3M | -51.0% | +8.6% | -59.7% | -55.7% |
| 6M | +15.8% | +11.7% | +4.1% | +2.6% |
| YTD | +58.9% | +19.3% | +39.6% | +31.0% |
| 1Y | +68.5% | +30.2% | +38.3% | +26.7% |
| 3Y | +485.2% | +91.6% | +393.6% | +190.3% |
| All | +2,022.6% | +96.9% | +1,925.7% | +943.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling