+340.6%
STRL vs EIX
+10.6%
+330.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.1% |
| 7D | +15.7% | +1.4% | +14.3% | +15.4% |
| 30D | -35.5% | +8.5% | -44.0% | -36.6% |
| 3M | -47.1% | -13.5% | -33.7% | -46.0% |
| 6M | -65.8% | -12.4% | -53.4% | -65.5% |
| YTD | -4.5% | +5.9% | -10.4% | -9.1% |
| 1Y | -10.5% | +7.6% | -18.1% | -15.2% |
| 3Y | +340.6% | +12.8% | +327.8% | +290.2% |
| All | +340.6% | +10.6% | +330.1% | +290.2% |
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