+207.0%
C vs STRL
+3,697.3%
-3,490.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.0% | +0.7% |
| 7D | +4.2% | +15.7% | -11.5% | +0.4% |
| 30D | +2.0% | -35.5% | +37.4% | +11.5% |
| 3M | -10.1% | -47.1% | +37.0% | +2.3% |
| 6M | +1.0% | -65.8% | +66.8% | +24.8% |
| YTD | +8.5% | -4.5% | +13.0% | -4.5% |
| 1Y | +25.7% | -10.5% | +36.2% | +11.9% |
| 3Y | +216.0% | +340.6% | -124.6% | +55.5% |
| 5Y | +112.3% | +911.0% | -798.7% | -26.8% |
| All | +207.0% | +3,697.3% | -3,490.2% | -34.2% |
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