+504.0%
STRL vs EL
-31.7%
+535.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.0% | +2.8% | +5.4% |
| 7D | +3.4% | +0.8% | +2.6% | +3.3% |
| 30D | -9.2% | +19.8% | -29.1% | -11.6% |
| 3M | -51.0% | +25.7% | -76.8% | -52.7% |
| 6M | +15.8% | +5.4% | +10.3% | +13.9% |
| YTD | +58.9% | +0.2% | +58.7% | +56.3% |
| 1Y | +68.5% | +20.4% | +48.1% | +61.7% |
| All | +504.0% | -31.7% | +535.7% | +558.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling