-20.8%
STRL vs ELF
+45.6%
-66.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.4% | -0.6% |
| 7D | +23.4% | +3.4% | +20.1% | +23.4% |
| 30D | -39.5% | +5.0% | -44.5% | -39.5% |
| 3M | -45.1% | +22.6% | -67.6% | -45.0% |
| 6M | -64.6% | +104.0% | -168.5% | -64.9% |
| YTD | -1.5% | +49.3% | -50.8% | -4.9% |
| 1Y | -20.8% | +46.0% | -66.8% | -23.2% |
| All | -20.8% | +45.6% | -66.3% | -23.2% |
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