+138.0%
B vs STRL
+779.4%
-641.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -2.9% | +0.1% |
| 7D | +9.6% | -26.9% | +36.5% | +12.8% |
| 30D | +3.5% | -52.7% | +56.2% | +12.6% |
| 3M | -1.6% | -52.8% | +51.3% | +6.8% |
| 6M | -1.7% | -71.5% | +69.8% | +12.5% |
| YTD | -5.3% | -17.4% | +12.1% | -5.7% |
| 1Y | +27.2% | -35.0% | +62.2% | +29.6% |
| 3Y | +166.1% | +239.2% | -73.1% | +128.9% |
| All | +138.0% | +779.4% | -641.4% | +77.5% |
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