+3,667.9%
STRL vs EL
+62.2%
+3,605.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.4% |
| 7D | +15.7% | +1.5% | +14.1% | +15.2% |
| 30D | -35.5% | +10.0% | -45.5% | -37.5% |
| 3M | -47.1% | +28.4% | -75.6% | -51.6% |
| 6M | -65.8% | +37.1% | -102.8% | -69.6% |
| YTD | -4.5% | +7.8% | -12.3% | -10.3% |
| 1Y | -10.5% | +26.0% | -36.5% | -20.3% |
| 3Y | +340.6% | +3.8% | +336.8% | +286.8% |
| 5Y | +911.0% | -65.2% | +976.2% | +1,318.3% |
| All | +3,667.9% | +62.2% | +3,605.7% | +2,243.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling