+746.7%
GOOGL vs STRL
+7,055.3%
-6,308.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -2.1% |
| 7D | -1.9% | +8.2% | -10.1% | -3.0% |
| 30D | -7.5% | -6.3% | -1.1% | -6.8% |
| 3M | -9.2% | -41.2% | +32.0% | -3.4% |
| 6M | +8.1% | +20.4% | -12.3% | -0.1% |
| YTD | +5.8% | +61.7% | -55.8% | -7.2% |
| 1Y | +38.3% | +72.7% | -34.4% | +19.0% |
| 3Y | +144.8% | +530.9% | -386.2% | +63.3% |
| 5Y | +132.5% | +2,125.4% | -1,992.8% | +23.1% |
| 10Y | +746.7% | +7,301.3% | -6,554.7% | +273.2% |
| All | +746.7% | +7,055.3% | -6,308.7% | +273.2% |
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