+593.5%
F vs STRL
+9,673.6%
-9,080.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -13.9% | +12.8% | -0.2% |
| 7D | +1.4% | -34.6% | +36.0% | +3.8% |
| 30D | +2.0% | -56.7% | +58.7% | +7.1% |
| 3M | -10.4% | -54.4% | +44.1% | -6.4% |
| 6M | +9.7% | -69.7% | +79.4% | +16.8% |
| YTD | -1.2% | -20.2% | +19.0% | -1.9% |
| 1Y | 0.0% | -40.6% | +40.6% | +1.0% |
| 3Y | +41.1% | +221.7% | -180.6% | +26.4% |
| 5Y | -11.4% | +799.0% | -810.4% | -25.6% |
| 10Y | +85.0% | +3,451.5% | -3,366.5% | +43.7% |
| All | +593.5% | +9,673.6% | -9,080.1% | +424.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling