+7,178.3%
STRL vs EIX
+23.2%
+7,155.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.5% | -1.3% | +1.7% |
| 7D | +10.1% | +0.9% | +9.2% | +9.7% |
| 30D | -8.2% | -13.5% | +5.3% | -5.4% |
| 3M | -43.7% | -15.3% | -28.4% | -41.9% |
| 6M | +27.1% | -15.3% | +42.4% | +30.9% |
| YTD | +64.0% | +2.7% | +61.3% | +57.0% |
| 1Y | +75.2% | +17.4% | +57.7% | +58.8% |
| 3Y | +539.9% | -1.3% | +541.2% | +504.6% |
| 5Y | +2,133.0% | +27.2% | +2,105.8% | +1,773.7% |
| 10Y | +7,178.3% | +22.7% | +7,155.5% | +5,770.8% |
| All | +7,178.3% | +23.2% | +7,155.1% | +5,770.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling