+156.4%
ADBE vs STRL
+7,055.3%
-6,898.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.8% |
| 7D | -8.9% | +8.2% | -17.1% | -9.5% |
| 30D | -6.6% | -6.3% | -0.3% | -6.4% |
| 3M | +7.1% | -41.2% | +48.3% | +10.9% |
| 6M | -9.8% | +20.4% | -30.1% | -16.3% |
| YTD | -27.2% | +61.7% | -88.9% | -35.6% |
| 1Y | -28.0% | +72.7% | -100.7% | -37.8% |
| 3Y | -54.5% | +530.9% | -585.4% | -69.5% |
| 5Y | -61.5% | +2,125.4% | -2,186.9% | -79.6% |
| 10Y | +156.4% | +7,301.3% | -7,144.9% | +12.1% |
| All | +156.4% | +7,055.3% | -6,898.9% | +12.1% |
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