+710.1%
GOOG vs STRL
+3,816.9%
-3,106.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.4% | +1.7% |
| 7D | +4.8% | +23.4% | -18.6% | +1.7% |
| 30D | -15.5% | -39.5% | +24.0% | -10.2% |
| 3M | -13.7% | -45.1% | +31.4% | -7.4% |
| 6M | -23.0% | -64.6% | +41.6% | -13.3% |
| YTD | -5.7% | -1.5% | -4.2% | -12.5% |
| 1Y | +3.0% | -20.8% | +23.8% | -1.3% |
| 3Y | +122.4% | +353.1% | -230.7% | +52.6% |
| 5Y | +99.2% | +942.9% | -843.6% | +15.1% |
| All | +710.1% | +3,816.9% | -3,106.8% | +264.9% |
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 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