+2,133.0%
STRL vs EVRG
+49.3%
+2,083.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.4% | +3.0% |
| 7D | +10.1% | +0.9% | +9.2% | +9.8% |
| 30D | -8.2% | -0.5% | -7.7% | -8.1% |
| 3M | -43.7% | +1.5% | -45.2% | -44.1% |
| 6M | +27.1% | +1.2% | +25.9% | +25.8% |
| YTD | +64.0% | +16.3% | +47.7% | +54.4% |
| 1Y | +75.2% | +20.3% | +54.9% | +63.1% |
| 3Y | +539.9% | +72.3% | +467.6% | +414.1% |
| 5Y | +2,133.0% | +46.7% | +2,086.3% | +1,900.7% |
| All | +2,133.0% | +49.3% | +2,083.7% | +1,900.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling