+183.8%
EXC vs STRL
+4,310.8%
-4,127.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +15.0% | -14.9% | -1.0% |
| 7D | -1.7% | -13.3% | +11.6% | -1.1% |
| 30D | +9.3% | -43.3% | +52.7% | +13.4% |
| 3M | +1.0% | -46.9% | +47.9% | +5.2% |
| 6M | +5.9% | -65.6% | +71.5% | +13.1% |
| YTD | +7.6% | -5.1% | +12.7% | +1.4% |
| 1Y | +2.4% | -23.1% | +25.5% | -1.6% |
| 3Y | +30.2% | +346.8% | -316.6% | -7.1% |
| 5Y | +41.4% | +907.2% | -865.8% | -15.7% |
| 10Y | +183.8% | +3,988.2% | -3,804.4% | +25.5% |
| All | +183.8% | +4,310.8% | -4,127.0% | +25.5% |
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