+4,051.0%
STRL vs ELF
+393.6%
+3,657.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +5.0% | +4.9% |
| 7D | +7.1% | +4.3% | +2.9% | +6.4% |
| 30D | -39.4% | +7.7% | -47.1% | -40.3% |
| 3M | -43.0% | +24.7% | -67.7% | -45.6% |
| 6M | -65.0% | +114.6% | -179.6% | -70.4% |
| YTD | -0.8% | +55.8% | -56.6% | -12.0% |
| 1Y | -20.3% | +51.9% | -72.2% | -29.0% |
| 3Y | +356.5% | +24.6% | +331.9% | +286.0% |
| 5Y | +952.8% | +279.2% | +673.6% | +551.3% |
| 10Y | +3,877.1% | +338.7% | +3,538.4% | +2,057.9% |
| All | +4,051.0% | +393.6% | +3,657.4% | +2,128.7% |
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 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