+11,715.7%
GOOG vs STRL
+7,910.7%
+3,805.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.5% |
| 7D | +3.0% | +15.7% | -12.6% | +0.7% |
| 30D | -14.9% | -35.5% | +20.6% | -10.2% |
| 3M | -14.9% | -47.1% | +32.2% | -8.1% |
| 6M | -26.6% | -65.8% | +39.2% | -17.0% |
| YTD | -6.6% | -4.5% | -2.1% | -12.0% |
| 1Y | +5.1% | -10.5% | +15.5% | -0.3% |
| 3Y | +121.0% | +340.6% | -219.7% | +57.7% |
| 5Y | +97.3% | +911.0% | -813.7% | +21.3% |
| 10Y | +683.2% | +3,727.1% | -3,043.9% | +265.1% |
| All | +11,715.7% | +7,910.7% | +3,805.0% | +4,928.5% |
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