+208.6%
B vs STRL
+3,927.3%
-3,718.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.4% | -5.7% | -6.1% |
| 7D | +7.1% | -19.8% | +26.9% | +8.4% |
| 30D | -3.3% | -43.6% | +40.2% | +0.7% |
| 3M | -2.5% | -45.2% | +42.7% | +1.6% |
| 6M | -7.2% | -65.7% | +58.5% | -0.2% |
| YTD | -7.4% | -5.4% | -1.9% | -7.8% |
| 1Y | +16.4% | -24.7% | +41.1% | +17.3% |
| 3Y | +178.7% | +335.0% | -156.3% | +157.6% |
| 5Y | +121.7% | +915.3% | -793.6% | +98.2% |
| 10Y | +208.6% | +3,877.5% | -3,668.9% | +159.9% |
| All | +208.6% | +3,927.3% | -3,718.6% | +159.9% |
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