+293.4%
C vs STRL
+7,064.8%
-6,771.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.8% | -6.1% | -1.7% |
| 7D | +3.6% | +3.4% | +0.2% | +2.7% |
| 30D | +0.1% | -9.2% | +9.3% | +2.1% |
| 3M | +2.4% | -51.0% | +53.5% | +19.4% |
| 6M | +24.9% | +15.8% | +9.2% | +10.1% |
| YTD | +19.8% | +58.9% | -39.1% | -4.4% |
| 1Y | +44.9% | +68.5% | -23.7% | +11.1% |
| 3Y | +263.0% | +485.2% | -222.2% | +74.3% |
| 5Y | +129.5% | +2,005.1% | -1,875.6% | -32.7% |
| All | +293.4% | +7,064.8% | -6,771.4% | -24.6% |
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