+81.0%
F vs STRL
+4,310.8%
-4,229.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +15.0% | -14.3% | -2.5% |
| 7D | -0.6% | -13.3% | +12.7% | +1.0% |
| 30D | +2.9% | -43.3% | +46.2% | +14.4% |
| 3M | -9.5% | -46.9% | +37.4% | +1.4% |
| 6M | +4.0% | -65.6% | +69.6% | +25.7% |
| YTD | -1.3% | -5.1% | +3.8% | -11.9% |
| 1Y | -1.9% | -23.1% | +21.1% | -8.3% |
| 3Y | +53.5% | +346.8% | -293.4% | -22.0% |
| 5Y | -15.1% | +907.2% | -922.3% | -68.5% |
| 10Y | +81.0% | +3,988.2% | -3,907.2% | -58.3% |
| All | +81.0% | +4,310.8% | -4,229.8% | -58.3% |
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