-11.4%
F vs STRL
+788.2%
-799.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -13.9% | +12.8% | +1.1% |
| 7D | +1.4% | -34.6% | +36.0% | +7.5% |
| 30D | +2.0% | -56.7% | +58.7% | +15.6% |
| 3M | -10.4% | -54.4% | +44.1% | +0.2% |
| 6M | +9.7% | -69.7% | +79.4% | +29.6% |
| YTD | -1.2% | -20.2% | +19.0% | -7.7% |
| 1Y | 0.0% | -40.6% | +40.6% | -0.9% |
| 3Y | +41.1% | +221.7% | -180.6% | -21.0% |
| 5Y | -11.4% | +799.0% | -810.4% | -72.9% |
| All | -11.4% | +788.2% | -799.6% | -72.9% |
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 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