+2,300.3%
AVGO vs STRL
+4,310.8%
-2,010.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +15.0% | -6.2% | +4.8% |
| 7D | -0.9% | -13.3% | +12.5% | +2.1% |
| 30D | -11.6% | -43.3% | +31.7% | +1.7% |
| 3M | -25.2% | -46.9% | +21.7% | -12.9% |
| 6M | -25.4% | -65.6% | +40.1% | -4.9% |
| YTD | -7.2% | -5.1% | -2.1% | -15.1% |
| 1Y | -7.9% | -23.1% | +15.2% | -10.7% |
| 3Y | +262.1% | +346.8% | -84.7% | +117.6% |
| 5Y | +525.7% | +907.2% | -381.5% | +201.0% |
| 10Y | +2,300.3% | +3,988.2% | -1,687.9% | +774.2% |
| All | +2,300.3% | +4,310.8% | -2,010.5% | +774.2% |
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