+346.8%
STRL vs EVRG
+100.3%
+246.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +0.5% | +14.5% | +15.0% |
| 7D | -13.3% | +1.7% | -15.0% | -13.3% |
| 30D | -43.3% | +8.7% | -52.0% | -43.6% |
| 3M | -46.9% | +6.4% | -53.3% | -47.1% |
| 6M | -65.6% | +9.4% | -75.0% | -65.9% |
| YTD | -5.1% | +24.5% | -29.5% | -8.6% |
| 1Y | -23.1% | +20.5% | -43.5% | -25.2% |
| 3Y | +346.8% | +101.6% | +245.3% | +294.8% |
| All | +346.8% | +100.3% | +246.5% | +294.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling