+784.6%
STRL vs EIX
+18.0%
+766.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.5% | +6.0% | +4.0% |
| 7D | -26.9% | +1.0% | -27.9% | -27.2% |
| 30D | -52.7% | +9.1% | -61.8% | -53.8% |
| 3M | -52.8% | -10.2% | -42.6% | -52.3% |
| 6M | -71.5% | -11.2% | -60.2% | -71.4% |
| YTD | -17.4% | +4.5% | -21.9% | -21.4% |
| 1Y | -35.0% | +10.9% | -45.8% | -39.4% |
| 3Y | +239.2% | +8.4% | +230.8% | +208.1% |
| All | +784.6% | +18.0% | +766.6% | +661.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling