+952.8%
STRL vs EFV
+93.3%
+859.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +5.0% | +5.0% |
| 7D | +7.1% | -1.0% | +8.1% | +9.0% |
| 30D | -39.4% | +3.1% | -42.5% | -42.0% |
| 3M | -43.0% | -1.2% | -41.7% | -42.4% |
| 6M | -65.0% | +5.6% | -70.6% | -67.4% |
| YTD | -0.8% | +15.8% | -16.6% | -15.4% |
| 1Y | -20.3% | +20.0% | -40.3% | -34.5% |
| 3Y | +356.5% | +91.0% | +265.6% | +129.5% |
| 5Y | +952.8% | +93.7% | +859.2% | +420.2% |
| All | +952.8% | +93.3% | +859.6% | +420.2% |
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