+6,906.6%
STRL vs ELV
+278.2%
+6,628.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.4% | -7.5% | -3.6% |
| 7D | +5.4% | +0.9% | +4.5% | +5.0% |
| 30D | -9.0% | +7.2% | -16.2% | -11.0% |
| 3M | -37.1% | +3.4% | -40.5% | -38.1% |
| 6M | +17.8% | +48.6% | -30.8% | +3.3% |
| YTD | +58.3% | +20.6% | +37.8% | +46.4% |
| 1Y | +61.0% | +38.5% | +22.5% | +42.4% |
| 3Y | +517.8% | -2.4% | +520.2% | +490.5% |
| 5Y | +2,119.0% | +25.3% | +2,093.7% | +1,767.4% |
| All | +6,906.6% | +278.2% | +6,628.4% | +3,570.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ELV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling