+2,755.4%
AVGO vs STRL
+7,463.3%
-4,707.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.2% | -0.3% | +2.1% |
| 7D | -0.3% | +10.1% | -10.4% | -2.8% |
| 30D | -13.8% | -8.2% | -5.6% | -12.2% |
| 3M | -6.9% | -43.7% | +36.8% | +5.9% |
| 6M | +11.9% | +27.1% | -15.2% | -2.5% |
| YTD | +6.9% | +64.0% | -57.1% | -14.1% |
| 1Y | +7.4% | +75.2% | -67.8% | -15.9% |
| 3Y | +345.6% | +539.9% | -194.3% | +145.0% |
| 5Y | +718.9% | +2,133.0% | -1,414.1% | +231.9% |
| 10Y | +2,755.4% | +7,178.3% | -4,422.9% | +790.4% |
| All | +2,755.4% | +7,463.3% | -4,707.9% | +790.4% |
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