+3,353.8%
STRL vs ELF
+383.9%
+2,969.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.7% | -2.3% | +2.3% |
| 7D | -26.9% | +4.0% | -30.9% | -27.5% |
| 30D | -52.7% | +10.6% | -63.2% | -53.6% |
| 3M | -52.8% | +25.8% | -78.7% | -55.1% |
| 6M | -71.5% | +89.1% | -160.5% | -75.3% |
| YTD | -17.4% | +52.7% | -70.2% | -26.6% |
| 1Y | -35.0% | +51.7% | -86.7% | -42.1% |
| 3Y | +239.2% | +14.2% | +225.0% | +191.9% |
| 5Y | +830.2% | +270.7% | +559.5% | +477.6% |
| 10Y | +3,574.7% | +341.9% | +3,232.8% | +1,881.6% |
| All | +3,353.8% | +383.9% | +2,969.9% | +1,760.6% |
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