+209.7%
ABT vs STRL
+7,055.3%
-6,845.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.2% |
| 7D | -4.7% | +8.2% | -12.9% | -5.1% |
| 30D | -3.1% | -6.3% | +3.2% | -2.9% |
| 3M | +16.1% | -41.2% | +57.3% | +18.8% |
| 6M | -5.3% | +20.4% | -25.7% | -9.0% |
| YTD | -14.4% | +61.7% | -76.1% | -19.7% |
| 1Y | -18.4% | +72.7% | -91.1% | -24.3% |
| 3Y | +11.2% | +530.9% | -519.7% | -11.6% |
| 5Y | -9.4% | +2,125.4% | -2,134.8% | -39.5% |
| 10Y | +209.7% | +7,301.3% | -7,091.6% | +67.6% |
| All | +209.7% | +7,055.3% | -6,845.6% | +67.6% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling