+68.5%
STRL vs ELF
-17.5%
+86.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.1% | +3.6% | +5.6% |
| 7D | +3.4% | +5.4% | -2.0% | +3.0% |
| 30D | -9.2% | +27.0% | -36.2% | -11.0% |
| 3M | -51.0% | +113.2% | -164.2% | -54.9% |
| 6M | +15.8% | +36.6% | -20.8% | +13.4% |
| YTD | +58.9% | +44.2% | +14.6% | +51.9% |
| 1Y | +68.5% | -18.0% | +86.5% | +81.4% |
| All | +68.5% | -17.5% | +86.1% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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