+20,006.7%
STRL vs ELV
+2,595.8%
+17,410.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | +23.4% | -0.5% | +23.9% | +23.5% |
| 30D | -39.5% | +1.1% | -40.6% | -40.2% |
| 3M | -45.1% | +8.2% | -53.2% | -47.1% |
| 6M | -64.6% | +10.2% | -74.8% | -66.4% |
| YTD | -1.5% | +24.4% | -25.9% | -11.4% |
| 1Y | -20.8% | +33.8% | -54.6% | -30.4% |
| 3Y | +353.1% | -1.4% | +354.5% | +324.9% |
| 5Y | +942.9% | +5.8% | +937.0% | +835.6% |
| 10Y | +3,847.6% | +269.1% | +3,578.6% | +2,062.3% |
| All | +20,006.7% | +2,595.8% | +17,410.9% | +7,217.2% |
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 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