+2,133.0%
STRL vs ELV
+14.2%
+2,118.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.4% | +4.6% | +3.4% |
| 7D | +10.1% | -0.3% | +10.4% | +10.1% |
| 30D | -8.2% | +2.0% | -10.2% | -8.5% |
| 3M | -43.7% | -3.5% | -40.2% | -43.5% |
| 6M | +27.1% | +40.2% | -13.1% | +19.9% |
| YTD | +64.0% | +15.8% | +48.2% | +58.3% |
| 1Y | +75.2% | +33.2% | +42.0% | +65.3% |
| 3Y | +539.9% | -6.2% | +546.1% | +534.7% |
| 5Y | +2,133.0% | +16.4% | +2,116.6% | +1,775.6% |
| All | +2,133.0% | +14.2% | +2,118.8% | +1,775.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling