+7,282.2%
STRL vs EL
+32.5%
+7,249.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.0% | +2.8% | +4.9% |
| 7D | +3.4% | +0.8% | +2.6% | +3.2% |
| 30D | -9.2% | +19.8% | -29.1% | -14.6% |
| 3M | -51.0% | +25.7% | -76.8% | -54.8% |
| 6M | +15.8% | +5.4% | +10.3% | +11.8% |
| YTD | +58.9% | +0.2% | +58.7% | +53.7% |
| 1Y | +68.5% | +20.4% | +48.1% | +53.2% |
| 3Y | +485.2% | -32.1% | +517.3% | +509.8% |
| 5Y | +2,005.1% | -67.2% | +2,072.3% | +2,891.9% |
| All | +7,282.2% | +32.5% | +7,249.7% | +5,416.2% |
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