+53.9%
F vs STRL
+2,010.6%
-1,956.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.8% | -4.3% | +0.4% |
| 7D | +5.3% | +3.4% | +1.9% | +4.7% |
| 30D | +4.6% | -9.2% | +13.8% | +6.2% |
| 3M | -3.7% | -51.0% | +47.4% | +8.3% |
| 6M | +16.8% | +15.8% | +1.0% | +6.3% |
| YTD | +15.3% | +58.9% | -43.6% | -3.1% |
| 1Y | +31.0% | +68.5% | -37.5% | +6.7% |
| 3Y | +45.4% | +485.2% | -439.8% | -26.2% |
| All | +53.9% | +2,010.6% | -1,956.6% | -63.6% |
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