+172.1%
EXC vs STRL
+3,580.1%
-3,407.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.4% | -2.2% |
| 7D | -1.2% | -26.9% | +25.7% | +0.7% |
| 30D | +10.0% | -52.7% | +62.6% | +15.6% |
| 3M | +1.6% | -52.8% | +54.5% | +6.7% |
| 6M | +3.3% | -71.5% | +74.7% | +11.7% |
| YTD | +7.6% | -17.4% | +25.0% | +2.5% |
| 1Y | +3.5% | -35.0% | +38.4% | +0.9% |
| 3Y | +27.7% | +239.2% | -211.6% | -5.6% |
| 5Y | +41.1% | +830.2% | -789.0% | -15.0% |
| All | +172.1% | +3,580.1% | -3,407.9% | +32.3% |
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