+3,887.6%
STRL vs EFV
+258.8%
+3,628.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.1% | +5.9% | +5.9% |
| 7D | +3.4% | +1.5% | +1.9% | +1.9% |
| 30D | -9.2% | +1.7% | -11.0% | -10.8% |
| 3M | -51.0% | +8.6% | -59.7% | -54.6% |
| 6M | +15.8% | +11.7% | +4.1% | +6.0% |
| YTD | +58.9% | +19.3% | +39.6% | +37.0% |
| 1Y | +68.5% | +30.2% | +38.3% | +34.4% |
| 3Y | +485.2% | +91.6% | +393.6% | +228.5% |
| 5Y | +2,005.1% | +96.4% | +1,908.7% | +1,056.1% |
| 10Y | +7,118.0% | +166.5% | +6,951.5% | +3,051.2% |
| All | +3,887.6% | +258.8% | +3,628.8% | +657.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling