+13,444.1%
GOOG vs STRL
+13,228.5%
+215.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.8% | -6.8% | -1.9% |
| 7D | -2.1% | +3.4% | -5.5% | -2.7% |
| 30D | -6.8% | -9.2% | +2.4% | -5.8% |
| 3M | -9.1% | -51.0% | +42.0% | -0.7% |
| 6M | +10.7% | +15.8% | -5.1% | +3.5% |
| YTD | +7.1% | +58.9% | -51.8% | -5.1% |
| 1Y | +44.6% | +68.5% | -23.9% | +26.1% |
| 3Y | +147.4% | +485.2% | -337.8% | +71.3% |
| 5Y | +133.8% | +2,005.1% | -1,871.3% | +30.6% |
| 10Y | +777.5% | +7,118.0% | -6,340.4% | +276.3% |
| All | +13,444.1% | +13,228.5% | +215.6% | +5,325.1% |
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