+3,877.5%
STRL vs ELV
+280.6%
+3,596.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.1% |
| 7D | -19.8% | +3.8% | -23.7% | -21.0% |
| 30D | -43.6% | +4.1% | -47.7% | -44.5% |
| 3M | -45.2% | +8.5% | -53.7% | -46.9% |
| 6M | -65.7% | +14.6% | -80.3% | -67.6% |
| YTD | -5.4% | +24.4% | -29.8% | -13.8% |
| 1Y | -24.7% | +44.2% | -68.9% | -34.5% |
| 3Y | +335.0% | -1.4% | +336.5% | +313.7% |
| 5Y | +915.3% | +8.8% | +906.5% | +807.1% |
| 10Y | +3,877.5% | +268.4% | +3,609.1% | +2,308.2% |
| All | +3,877.5% | +280.6% | +3,596.9% | +2,308.2% |
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