+31.5%
ABNB vs STRL
+1,667.0%
-1,635.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +15.0% | -14.8% | -1.7% |
| 7D | +11.2% | -13.3% | +24.6% | +12.3% |
| 30D | +14.7% | -43.3% | +58.1% | +22.4% |
| 3M | +6.9% | -46.9% | +53.7% | +14.3% |
| 6M | +34.5% | -65.6% | +100.1% | +50.7% |
| YTD | +40.2% | -5.1% | +45.3% | +23.8% |
| 1Y | +57.4% | -23.1% | +80.5% | +44.4% |
| 3Y | +64.7% | +346.8% | -282.1% | -11.5% |
| 5Y | -2.3% | +907.2% | -909.4% | -63.0% |
| All | +31.5% | +1,667.0% | -1,635.5% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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