+3,667.9%
STRL vs EVRG
+124.6%
+3,543.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.6% | -3.2% |
| 7D | +15.7% | +1.4% | +14.2% | +15.1% |
| 30D | -35.5% | +7.4% | -42.9% | -37.3% |
| 3M | -47.1% | +7.2% | -54.4% | -48.6% |
| 6M | -65.8% | +9.5% | -75.2% | -67.1% |
| YTD | -4.5% | +25.6% | -30.1% | -13.1% |
| 1Y | -10.5% | +20.4% | -30.8% | -17.2% |
| 3Y | +340.6% | +108.8% | +231.8% | +225.4% |
| 5Y | +911.0% | +68.0% | +843.1% | +707.4% |
| All | +3,667.9% | +124.6% | +3,543.3% | +2,713.9% |
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