+6.5%
ABNB vs STRL
+2,093.0%
-2,086.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.2% | -7.3% | -4.5% |
| 7D | -4.4% | +10.1% | -14.5% | -5.8% |
| 30D | -2.0% | -8.2% | +6.2% | -1.1% |
| 3M | +29.8% | -43.7% | +73.5% | +39.6% |
| 6M | +31.0% | +27.1% | +3.9% | +15.2% |
| YTD | +28.6% | +64.0% | -35.4% | +5.4% |
| 1Y | +40.1% | +75.2% | -35.1% | +10.0% |
| 3Y | +19.7% | +539.9% | -520.2% | -42.9% |
| 5Y | +6.5% | +2,133.0% | -2,126.5% | -73.5% |
| All | +6.5% | +2,093.0% | -2,086.5% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling