+762.1%
GOOG vs STRL
+6,993.8%
-6,231.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.9% |
| 7D | -1.6% | +8.2% | -9.8% | -2.7% |
| 30D | -7.7% | -6.3% | -1.3% | -7.0% |
| 3M | -9.3% | -41.2% | +31.9% | -3.5% |
| 6M | +7.4% | +20.4% | -12.9% | -0.5% |
| YTD | +4.9% | +61.7% | -56.8% | -7.9% |
| 1Y | +37.2% | +72.7% | -35.5% | +18.3% |
| 3Y | +141.6% | +530.9% | -389.3% | +62.0% |
| 5Y | +128.8% | +2,125.4% | -1,996.6% | +22.1% |
| All | +762.1% | +6,993.8% | -6,231.7% | +288.9% |
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