+3,479.5%
STRL vs ELAN
-25.7%
+3,505.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.2% | +5.4% | +3.9% |
| 7D | +10.1% | +0.3% | +9.9% | +10.0% |
| 30D | -8.2% | +8.4% | -16.6% | -10.8% |
| 3M | -43.7% | +1.2% | -44.9% | -44.5% |
| 6M | +27.1% | +2.6% | +24.5% | +25.2% |
| YTD | +64.0% | +5.9% | +58.1% | +60.1% |
| 1Y | +75.2% | +25.8% | +49.3% | +62.1% |
| 3Y | +539.9% | +106.8% | +433.1% | +366.9% |
| 5Y | +2,133.0% | -29.3% | +2,162.3% | +2,334.0% |
| All | +3,479.5% | -25.7% | +3,505.1% | +3,411.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling