+504.0%
STRL vs EIX
-3.3%
+507.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.8% | +4.9% | +5.6% |
| 7D | +3.4% | -19.1% | +22.5% | +7.4% |
| 30D | -9.2% | -16.9% | +7.7% | -6.6% |
| 3M | -51.0% | -20.0% | -31.0% | -49.5% |
| 6M | +15.8% | -21.3% | +37.1% | +20.0% |
| YTD | +58.9% | -1.7% | +60.6% | +53.6% |
| 1Y | +68.5% | +9.6% | +59.0% | +56.7% |
| All | +504.0% | -3.3% | +507.4% | +434.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling