-15.8%
F vs STRL
+779.4%
-795.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.3% |
| 7D | +1.6% | -26.9% | +28.5% | +5.7% |
| 30D | +2.6% | -52.7% | +55.3% | +14.6% |
| 3M | -8.8% | -52.8% | +44.0% | +1.3% |
| 6M | +4.6% | -71.5% | +76.1% | +25.0% |
| YTD | -1.9% | -17.4% | +15.5% | -8.8% |
| 1Y | -0.8% | -35.0% | +34.2% | -3.4% |
| 3Y | +43.5% | +239.2% | -195.7% | -20.3% |
| All | -15.8% | +779.4% | -795.2% | -73.7% |
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