+188.2%
B vs STRL
+7,064.8%
-6,876.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.8% | -8.0% | -2.7% |
| 7D | -1.6% | +3.4% | -5.0% | -1.9% |
| 30D | +9.4% | -9.2% | +18.7% | +10.2% |
| 3M | +5.0% | -51.0% | +56.0% | +10.2% |
| 6M | -3.5% | +15.8% | -19.3% | -5.4% |
| YTD | +4.5% | +58.9% | -54.4% | +0.5% |
| 1Y | +67.8% | +68.5% | -0.7% | +61.0% |
| 3Y | +196.7% | +485.2% | -288.5% | +168.1% |
| 5Y | +151.9% | +2,005.1% | -1,853.2% | +119.2% |
| All | +188.2% | +7,064.8% | -6,876.6% | +130.8% |
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