+3,667.9%
STRL vs ELV
+268.6%
+3,399.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.0% | -3.0% |
| 7D | +15.7% | +1.0% | +14.7% | +15.3% |
| 30D | -35.5% | +0.4% | -35.8% | -35.9% |
| 3M | -47.1% | +8.4% | -55.5% | -48.8% |
| 6M | -65.8% | +8.4% | -74.2% | -67.1% |
| YTD | -4.5% | +24.4% | -28.9% | -13.0% |
| 1Y | -10.5% | +33.5% | -44.0% | -20.2% |
| 3Y | +340.6% | -2.1% | +342.7% | +320.2% |
| 5Y | +911.0% | +5.8% | +905.2% | +813.8% |
| All | +3,667.9% | +268.6% | +3,399.3% | +2,185.3% |
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