+6,546.0%
STRL vs ELF
+357.0%
+6,189.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.1% | +3.6% | +5.3% |
| 7D | +3.4% | +5.4% | -2.0% | +2.3% |
| 30D | -9.2% | +27.0% | -36.2% | -13.7% |
| 3M | -51.0% | +113.2% | -164.2% | -58.5% |
| 6M | +15.8% | +36.6% | -20.8% | +6.6% |
| YTD | +58.9% | +44.2% | +14.6% | +43.2% |
| 1Y | +68.5% | -18.0% | +86.5% | +68.4% |
| 3Y | +485.2% | -19.9% | +505.1% | +444.6% |
| 5Y | +2,005.1% | +257.7% | +1,747.4% | +1,215.6% |
| All | +6,546.0% | +357.0% | +6,189.1% | +3,529.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling