+937.9%
STRL vs ELF
+272.3%
+665.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.9% | -7.0% | -3.8% |
| 7D | +15.7% | +1.6% | +14.1% | +15.3% |
| 30D | -35.5% | +9.1% | -44.6% | -36.5% |
| 3M | -47.1% | +28.2% | -75.3% | -49.5% |
| 6M | -65.8% | +119.5% | -185.3% | -70.7% |
| YTD | -4.5% | +55.2% | -59.7% | -14.1% |
| 1Y | -10.5% | +58.6% | -69.1% | -20.0% |
| 3Y | +340.6% | +21.3% | +319.3% | +277.4% |
| All | +937.9% | +272.3% | +665.7% | +483.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling