+907.2%
STRL vs ELV
+5.8%
+901.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | -1.7% | +16.7% | +15.1% |
| 7D | -13.3% | +1.1% | -14.5% | -13.5% |
| 30D | -43.3% | +1.3% | -44.7% | -43.5% |
| 3M | -46.9% | +6.6% | -53.4% | -47.4% |
| 6M | -65.6% | +11.6% | -77.2% | -66.3% |
| YTD | -5.1% | +21.1% | -26.1% | -8.8% |
| 1Y | -23.1% | +34.2% | -57.3% | -27.3% |
| 3Y | +346.8% | -2.9% | +349.8% | +342.6% |
| 5Y | +907.2% | +4.6% | +902.6% | +819.1% |
| All | +907.2% | +5.8% | +901.4% | +819.1% |
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