+354.5%
STRL vs ELF
+19.5%
+335.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.4% | -0.1% |
| 7D | +23.4% | +3.4% | +20.1% | +22.9% |
| 30D | -39.5% | +5.0% | -44.5% | -39.9% |
| 3M | -45.1% | +22.6% | -67.6% | -46.8% |
| 6M | -64.6% | +104.0% | -168.5% | -68.6% |
| YTD | -1.5% | +49.3% | -50.8% | -9.4% |
| 1Y | -20.8% | +46.0% | -66.8% | -26.8% |
| All | +354.5% | +19.5% | +335.0% | +308.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling