+151.7%
EXC vs STRL
+7,193.7%
-7,042.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.8% | -6.8% | -1.5% |
| 7D | +0.3% | +3.4% | -3.1% | 0.0% |
| 30D | -3.7% | -9.2% | +5.5% | -3.1% |
| 3M | -1.3% | -51.0% | +49.8% | +3.7% |
| 6M | -9.7% | +15.8% | -25.5% | -14.3% |
| YTD | +2.9% | +58.9% | -56.0% | -6.0% |
| 1Y | +4.4% | +68.5% | -64.1% | -6.1% |
| 3Y | +22.2% | +485.2% | -463.0% | -11.9% |
| 5Y | +46.7% | +2,005.1% | -1,958.4% | -17.6% |
| All | +151.7% | +7,193.7% | -7,042.0% | +6.0% |
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