+19,359.6%
STRL vs EIX
+954.1%
+18,405.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.8% | +4.9% | +5.6% |
| 7D | +3.4% | -19.1% | +22.5% | +6.3% |
| 30D | -9.2% | -16.9% | +7.7% | -7.2% |
| 3M | -51.0% | -20.0% | -31.0% | -49.8% |
| 6M | +15.8% | -21.3% | +37.1% | +19.1% |
| YTD | +58.9% | -1.7% | +60.6% | +57.4% |
| 1Y | +68.5% | +9.6% | +59.0% | +63.8% |
| 3Y | +485.2% | -3.7% | +488.9% | +476.7% |
| 5Y | +2,005.1% | +22.6% | +1,982.5% | +1,889.9% |
| 10Y | +7,118.0% | +17.7% | +7,100.3% | +6,671.5% |
| All | +19,359.6% | +954.1% | +18,405.5% | +17,689.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling