+35,281.1%
STRL vs EL
+1,685.7%
+33,595.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.0% | +2.8% | +5.0% |
| 7D | +3.4% | +0.8% | +2.6% | +3.2% |
| 30D | -9.2% | +19.8% | -29.1% | -13.8% |
| 3M | -51.0% | +25.7% | -76.8% | -54.3% |
| 6M | +15.8% | +5.4% | +10.3% | +12.3% |
| YTD | +58.9% | +0.2% | +58.7% | +54.6% |
| 1Y | +68.5% | +20.4% | +48.1% | +56.0% |
| 3Y | +485.2% | -32.1% | +517.3% | +492.9% |
| 5Y | +2,005.1% | -67.2% | +2,072.3% | +2,462.9% |
| 10Y | +7,118.0% | +31.7% | +7,086.2% | +6,075.7% |
| All | +35,281.1% | +1,685.7% | +33,595.4% | +24,747.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling