+7,301.3%
STRL vs EVRG
+111.7%
+7,189.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.0% |
| 7D | +8.2% | +0.6% | +7.6% | +8.0% |
| 30D | -6.3% | -0.2% | -6.1% | -6.2% |
| 3M | -41.2% | -0.5% | -40.7% | -41.3% |
| 6M | +20.4% | +0.2% | +20.2% | +19.4% |
| YTD | +61.7% | +14.9% | +46.8% | +52.3% |
| 1Y | +72.7% | +18.2% | +54.5% | +60.9% |
| 3Y | +530.9% | +70.2% | +460.8% | +404.5% |
| 5Y | +2,125.4% | +45.3% | +2,080.1% | +1,777.9% |
| 10Y | +7,301.3% | +112.4% | +7,188.9% | +5,308.4% |
| All | +7,301.3% | +111.7% | +7,189.6% | +5,308.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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