+19,359.6%
STRL vs EVRG
+1,896.6%
+17,463.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.5% | +6.2% | +5.9% |
| 7D | +3.4% | +1.1% | +2.3% | +3.0% |
| 30D | -9.2% | -1.0% | -8.2% | -8.9% |
| 3M | -51.0% | +0.4% | -51.4% | -51.3% |
| 6M | +15.8% | -0.8% | +16.6% | +15.4% |
| YTD | +58.9% | +15.3% | +43.5% | +50.6% |
| 1Y | +68.5% | +17.9% | +50.6% | +58.5% |
| 3Y | +485.2% | +71.9% | +413.3% | +380.6% |
| 5Y | +2,005.1% | +45.3% | +1,959.9% | +1,716.6% |
| 10Y | +7,118.0% | +113.1% | +7,004.9% | +5,259.9% |
| All | +19,359.6% | +1,896.6% | +17,463.0% | +8,081.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling