-25.9%
STRL vs EIX
+18.9%
-44.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +3.1% | -24.6% | -21.5% |
| 7D | -27.1% | +4.5% | -31.6% | -27.1% |
| 30D | -45.8% | +15.2% | -61.0% | -46.1% |
| 3M | -47.6% | -11.6% | -36.0% | -47.1% |
| 6M | -46.4% | -8.4% | -38.1% | -47.5% |
| YTD | -7.4% | +8.2% | -15.6% | -10.2% |
| 1Y | -25.9% | +16.6% | -42.4% | -31.4% |
| All | -25.9% | +18.9% | -44.8% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 1y: compounded portfolio wealth divided by compounded EIX 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…
1y analysis · Full analysis span regression · 6 months rolling