+7,055.3%
STRL vs ELV
+258.8%
+6,796.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.0% |
| 7D | +8.2% | -2.2% | +10.4% | +8.8% |
| 30D | -6.3% | -0.2% | -6.1% | -6.4% |
| 3M | -41.2% | -6.1% | -35.1% | -40.5% |
| 6M | +20.4% | +42.8% | -22.5% | +6.8% |
| YTD | +61.7% | +14.4% | +47.3% | +51.8% |
| 1Y | +72.7% | +28.6% | +44.1% | +56.1% |
| 3Y | +530.9% | -7.4% | +538.3% | +512.6% |
| 5Y | +2,125.4% | +14.5% | +2,110.9% | +1,832.5% |
| All | +7,055.3% | +258.8% | +6,796.5% | +3,708.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling