+2,540.7%
EXC vs STRL
+9,673.6%
-7,132.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -13.9% | +14.5% | +1.0% |
| 7D | +1.4% | -34.6% | +36.0% | +2.4% |
| 30D | +11.6% | -56.7% | +68.3% | +14.1% |
| 3M | +2.7% | -54.4% | +57.1% | +4.7% |
| 6M | +2.7% | -69.7% | +72.4% | +5.5% |
| YTD | +9.7% | -20.2% | +29.9% | +8.9% |
| 1Y | +4.5% | -40.6% | +45.1% | +4.6% |
| 3Y | +28.5% | +221.7% | -193.2% | +20.6% |
| 5Y | +43.9% | +799.0% | -755.0% | +30.2% |
| 10Y | +183.7% | +3,451.5% | -3,267.7% | +144.6% |
| All | +2,540.7% | +9,673.6% | -7,132.9% | +2,153.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling