+39.7%
EXC vs STRL
+975.2%
-935.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.9% | -4.8% | +0.2% |
| 7D | -1.4% | +7.1% | -8.5% | -1.4% |
| 30D | +8.3% | -39.4% | +47.7% | +8.6% |
| 3M | +2.6% | -43.0% | +45.6% | +3.0% |
| 6M | +5.2% | -65.0% | +70.2% | +6.0% |
| YTD | +7.5% | -0.8% | +8.3% | +4.6% |
| 1Y | +3.2% | -20.3% | +23.5% | +1.0% |
| 3Y | +29.5% | +356.5% | -327.0% | +8.7% |
| 5Y | +39.7% | +952.8% | -913.2% | -2.6% |
| All | +39.7% | +975.2% | -935.5% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling