+6,950.6%
STRL vs EIX
+17.9%
+6,932.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.8% | +4.9% | +5.5% |
| 7D | +3.4% | -19.1% | +22.5% | +9.2% |
| 30D | -9.2% | -16.9% | +7.7% | -5.3% |
| 3M | -51.0% | -20.0% | -31.0% | -48.6% |
| 6M | +15.8% | -21.3% | +37.1% | +22.3% |
| YTD | +58.9% | -1.7% | +60.6% | +54.3% |
| 1Y | +68.5% | +9.6% | +59.0% | +56.5% |
| 3Y | +485.2% | -3.7% | +488.9% | +456.6% |
| 5Y | +2,005.1% | +22.6% | +1,982.5% | +1,686.9% |
| All | +6,950.6% | +17.9% | +6,932.7% | +5,670.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling