-25.9%
STRL vs EL
+25.6%
-51.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +6.3% | -27.8% | -21.7% |
| 7D | -27.1% | +2.5% | -29.6% | -27.0% |
| 30D | -45.8% | +20.1% | -65.9% | -46.8% |
| 3M | -47.6% | +29.3% | -76.9% | -49.1% |
| 6M | -46.4% | +38.8% | -85.2% | -48.9% |
| YTD | -7.4% | +8.1% | -15.5% | -14.3% |
| 1Y | -25.9% | +22.3% | -48.2% | -37.8% |
| All | -25.9% | +25.6% | -51.5% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling