+982.8%
C vs STRL
+9,673.6%
-8,690.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -13.9% | +8.8% | -3.9% |
| 7D | -5.3% | -34.6% | +29.3% | -2.3% |
| 30D | -7.3% | -56.7% | +49.3% | -1.2% |
| 3M | -13.5% | -54.4% | +40.9% | -8.3% |
| 6M | -6.5% | -69.7% | +63.2% | +1.6% |
| YTD | +3.6% | -20.2% | +23.8% | +2.7% |
| 1Y | +18.9% | -40.6% | +59.5% | +20.4% |
| 3Y | +205.0% | +221.7% | -16.7% | +164.6% |
| 5Y | +109.4% | +799.0% | -689.6% | +66.4% |
| 10Y | +232.9% | +3,451.5% | -3,218.5% | +137.4% |
| All | +982.8% | +9,673.6% | -8,690.8% | +646.6% |
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 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