+220.1%
C vs STRL
+4,310.8%
-4,090.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +15.0% | -12.5% | -1.1% |
| 7D | -0.9% | -13.3% | +12.4% | +1.2% |
| 30D | -5.4% | -43.3% | +37.9% | +6.7% |
| 3M | -9.2% | -46.9% | +37.7% | +3.2% |
| 6M | -1.8% | -65.6% | +63.8% | +21.2% |
| YTD | +6.7% | -5.1% | +11.8% | -5.9% |
| 1Y | +23.5% | -23.1% | +46.6% | +14.6% |
| 3Y | +219.8% | +346.8% | -127.1% | +56.6% |
| 5Y | +112.4% | +907.2% | -794.8% | -26.6% |
| 10Y | +220.1% | +3,988.2% | -3,768.1% | -31.1% |
| All | +220.1% | +4,310.8% | -4,090.7% | -31.1% |
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