-35.0%
STRL vs ELF
+29.9%
-64.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.7% | -2.3% | +3.3% |
| 7D | -26.9% | +4.0% | -30.9% | -27.0% |
| 30D | -52.7% | +10.6% | -63.2% | -52.7% |
| 3M | -52.8% | +25.8% | -78.7% | -52.9% |
| 6M | -71.5% | +89.1% | -160.5% | -71.8% |
| YTD | -17.4% | +52.7% | -70.2% | -20.4% |
| 1Y | -35.0% | +51.7% | -86.7% | -37.8% |
| All | -35.0% | +29.9% | -64.8% | -37.8% |
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