+223.5%
C vs STRL
+3,580.1%
-3,356.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | -0.3% |
| 7D | -2.4% | -26.9% | +24.5% | +4.0% |
| 30D | -6.0% | -52.7% | +46.7% | +11.0% |
| 3M | -10.5% | -52.8% | +42.3% | +4.8% |
| 6M | -5.7% | -71.5% | +65.8% | +21.9% |
| YTD | +4.1% | -17.4% | +21.6% | -4.9% |
| 1Y | +20.5% | -35.0% | +55.4% | +16.8% |
| 3Y | +208.1% | +239.2% | -31.1% | +62.5% |
| 5Y | +110.4% | +830.2% | -719.7% | -26.3% |
| All | +223.5% | +3,580.1% | -3,356.5% | -31.4% |
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