+354.5%
STRL vs EL
+1.8%
+352.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.5% |
| 7D | +23.4% | +2.7% | +20.8% | +23.1% |
| 30D | -39.5% | +10.8% | -50.3% | -40.4% |
| 3M | -45.1% | +26.5% | -71.5% | -47.0% |
| 6M | -64.6% | +31.1% | -95.7% | -66.2% |
| YTD | -1.5% | +6.6% | -8.1% | -4.2% |
| 1Y | -20.8% | +21.8% | -42.6% | -24.5% |
| All | +354.5% | +1.8% | +352.7% | +317.1% |
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