+447.5%
B vs STRL
+9,673.6%
-9,226.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -13.9% | +14.4% | +0.9% |
| 7D | +4.3% | -34.6% | +38.9% | +5.3% |
| 30D | -0.9% | -56.7% | +55.7% | +1.2% |
| 3M | -1.4% | -54.4% | +53.1% | +0.5% |
| 6M | +5.0% | -69.7% | +74.7% | +8.0% |
| YTD | -5.8% | -20.2% | +14.4% | -5.7% |
| 1Y | +25.6% | -40.6% | +66.2% | +26.6% |
| 3Y | +161.6% | +221.7% | -60.1% | +152.9% |
| 5Y | +135.2% | +799.0% | -663.8% | +122.1% |
| 10Y | +170.7% | +3,451.5% | -3,280.7% | +146.2% |
| All | +447.5% | +9,673.6% | -9,226.1% | +373.7% |
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