+121.7%
B vs STRL
+900.6%
-778.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.4% | -5.7% | -6.1% |
| 7D | +7.1% | -19.8% | +26.9% | +9.1% |
| 30D | -3.3% | -43.6% | +40.2% | +2.9% |
| 3M | -2.5% | -45.2% | +42.7% | +3.8% |
| 6M | -7.2% | -65.7% | +58.5% | +3.9% |
| YTD | -7.4% | -5.4% | -1.9% | -9.3% |
| 1Y | +16.4% | -24.7% | +41.1% | +16.5% |
| 3Y | +178.7% | +335.0% | -156.3% | +133.3% |
| 5Y | +121.7% | +915.3% | -793.6% | +62.3% |
| All | +121.7% | +900.6% | -778.9% | +62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling