+17.2%
ABNB vs STRL
+2,910.0%
-2,892.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.6% |
| 7D | -7.4% | +8.2% | -15.6% | -8.5% |
| 30D | -8.2% | -6.3% | -1.8% | -7.6% |
| 3M | +29.1% | -41.2% | +70.3% | +37.5% |
| 6M | +26.6% | +20.4% | +6.2% | +13.6% |
| YTD | +25.0% | +61.7% | -36.7% | +4.3% |
| 1Y | +37.0% | +72.7% | -35.7% | +10.2% |
| 3Y | +16.3% | +530.9% | -514.6% | -38.2% |
| 5Y | +2.2% | +2,125.4% | -2,123.2% | -64.5% |
| All | +17.2% | +2,910.0% | -2,892.8% | -56.9% |
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