-10.4%
DOW vs STRL
+3,733.6%
-3,744.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -0.2% |
| 7D | -2.9% | +10.1% | -13.0% | -4.8% |
| 30D | +2.0% | -8.2% | +10.2% | +3.3% |
| 3M | -12.5% | -43.7% | +31.2% | -3.9% |
| 6M | -9.2% | +27.1% | -36.3% | -22.2% |
| YTD | +30.8% | +64.0% | -33.2% | +3.4% |
| 1Y | +29.4% | +75.2% | -45.8% | -1.9% |
| 3Y | -34.6% | +539.9% | -574.5% | -71.0% |
| 5Y | -35.9% | +2,133.0% | -2,168.9% | -84.1% |
| All | -10.4% | +3,733.6% | -3,744.0% | -85.7% |
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