+2,489.1%
EXC vs STRL
+10,012.8%
-7,523.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.4% | -2.1% |
| 7D | -1.2% | -26.9% | +25.7% | -0.4% |
| 30D | +10.0% | -52.7% | +62.6% | +12.1% |
| 3M | +1.6% | -52.8% | +54.5% | +3.5% |
| 6M | +3.3% | -71.5% | +74.7% | +6.3% |
| YTD | +7.6% | -17.4% | +25.0% | +6.7% |
| 1Y | +3.5% | -35.0% | +38.4% | +3.2% |
| 3Y | +27.7% | +239.2% | -211.6% | +19.6% |
| 5Y | +41.1% | +830.2% | -789.0% | +27.5% |
| 10Y | +178.2% | +3,574.7% | -3,396.5% | +139.6% |
| All | +2,489.1% | +10,012.8% | -7,523.7% | +2,106.8% |
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