-24.4%
STRL vs EL
+30.3%
-54.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.8% | +12.2% | +14.7% |
| 7D | -13.3% | +8.0% | -21.4% | -13.7% |
| 30D | -43.3% | +15.4% | -58.7% | -44.1% |
| 3M | -46.9% | +28.5% | -75.4% | -48.2% |
| 6M | -65.6% | +32.2% | -97.8% | -66.7% |
| YTD | -5.1% | +9.2% | -14.3% | -12.8% |
| All | -24.4% | +30.3% | -54.7% | -39.7% |
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