+3,542.5%
STRL vs ELAN
-28.2%
+3,570.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.4% | +4.0% | +5.0% |
| 7D | +5.0% | -5.4% | +10.5% | +6.9% |
| 30D | -6.9% | +4.7% | -11.6% | -8.4% |
| 3M | -39.1% | -3.7% | -35.4% | -39.0% |
| 6M | +21.5% | -1.2% | +22.7% | +21.2% |
| YTD | +66.9% | +2.4% | +64.5% | +64.7% |
| 1Y | +61.6% | +23.4% | +38.3% | +50.7% |
| 3Y | +560.0% | +96.7% | +463.3% | +390.1% |
| 5Y | +2,238.9% | -30.6% | +2,269.4% | +2,460.6% |
| All | +3,542.5% | -28.2% | +3,570.6% | +3,513.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling