+2,119.0%
STRL vs ELAN
-31.8%
+2,150.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.9% | -1.3% |
| 7D | +5.4% | -6.4% | +11.8% | +7.2% |
| 30D | -9.0% | +0.6% | -9.6% | -9.3% |
| 3M | -37.1% | 0.0% | -37.0% | -37.6% |
| 6M | +17.8% | -3.4% | +21.2% | +18.3% |
| YTD | +58.3% | +1.0% | +57.3% | +57.5% |
| 1Y | +61.0% | +24.7% | +36.3% | +53.1% |
| 3Y | +517.8% | +97.2% | +420.6% | +405.1% |
| 5Y | +2,119.0% | -31.5% | +2,150.6% | +2,454.9% |
| All | +2,119.0% | -31.8% | +2,150.9% | +2,454.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling