+32,332.7%
STRL vs ELV
+2,444.2%
+29,888.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.8% | +7.5% | +6.3% |
| 7D | +3.4% | +3.3% | +0.1% | +2.2% |
| 30D | -9.2% | +4.2% | -13.4% | -10.6% |
| 3M | -51.0% | -0.1% | -51.0% | -51.4% |
| 6M | +15.8% | +41.3% | -25.5% | +2.0% |
| YTD | +58.9% | +17.4% | +41.4% | +47.1% |
| 1Y | +68.5% | +35.1% | +33.5% | +48.7% |
| 3Y | +485.2% | -3.2% | +488.5% | +456.0% |
| 5Y | +2,005.1% | +15.6% | +1,989.5% | +1,739.6% |
| 10Y | +7,118.0% | +276.8% | +6,841.2% | +3,858.4% |
| All | +32,332.7% | +2,444.2% | +29,888.4% | +12,046.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling