-25.9%
STRL vs ELAN
+13.9%
-39.7%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +3.0% | -24.5% | -22.8% |
| 7D | -27.1% | +11.7% | -38.8% | -31.2% |
| 30D | -45.8% | +12.4% | -58.2% | -49.1% |
| 3M | -47.6% | -1.1% | -46.5% | -47.9% |
| 6M | -46.4% | +12.4% | -58.9% | -51.4% |
| YTD | -7.4% | +11.8% | -19.2% | -13.6% |
| 1Y | -25.9% | +12.5% | -38.3% | -31.3% |
| All | -25.9% | +13.9% | -39.7% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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