+79.8%
F vs STRL
+3,580.1%
-3,500.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.5% |
| 7D | +1.6% | -26.9% | +28.5% | +7.3% |
| 30D | +2.6% | -52.7% | +55.3% | +18.9% |
| 3M | -8.8% | -52.8% | +44.0% | +5.0% |
| 6M | +4.6% | -71.5% | +76.1% | +31.9% |
| YTD | -1.9% | -17.4% | +15.5% | -9.6% |
| 1Y | -0.8% | -35.0% | +34.2% | -3.5% |
| 3Y | +43.5% | +239.2% | -195.7% | -21.7% |
| 5Y | -12.1% | +830.2% | -842.2% | -66.9% |
| All | +79.8% | +3,580.1% | -3,500.2% | -56.9% |
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