+507.3%
B vs STRL
+19,359.6%
-18,852.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.8% | -8.0% | -2.4% |
| 7D | -1.6% | +3.4% | -5.0% | -1.7% |
| 30D | +9.4% | -9.2% | +18.7% | +9.7% |
| 3M | +5.0% | -51.0% | +56.0% | +6.8% |
| 6M | -3.5% | +15.8% | -19.3% | -4.3% |
| YTD | +4.5% | +58.9% | -54.4% | +2.9% |
| 1Y | +67.8% | +68.5% | -0.7% | +64.9% |
| 3Y | +196.7% | +485.2% | -288.5% | +182.5% |
| 5Y | +151.9% | +2,005.1% | -1,853.2% | +133.2% |
| 10Y | +202.2% | +7,118.0% | -6,915.8% | +169.9% |
| All | +507.3% | +19,359.6% | -18,852.3% | +416.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling