+11,482.4%
STRL vs EVRG
+2,065.6%
+9,416.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -19.8% | +3.5% | -23.3% | -20.8% |
| 30D | -43.6% | +9.2% | -52.8% | -45.4% |
| 3M | -45.2% | +8.6% | -53.8% | -46.8% |
| 6M | -65.7% | +10.0% | -75.7% | -67.0% |
| YTD | -5.4% | +25.1% | -30.5% | -13.0% |
| 1Y | -24.7% | +19.5% | -44.2% | -29.6% |
| 3Y | +335.0% | +102.3% | +232.7% | +237.7% |
| 5Y | +915.3% | +66.8% | +848.5% | +735.2% |
| 10Y | +3,877.5% | +125.0% | +3,752.5% | +2,791.3% |
| All | +11,482.4% | +2,065.6% | +9,416.8% | +4,627.4% |
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 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