+643.6%
GOOGL vs STRL
+3,927.3%
-3,283.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +2.6% | -19.8% | +22.4% | +5.0% |
| 30D | -18.3% | -43.6% | +25.3% | -12.2% |
| 3M | -19.6% | -45.2% | +25.6% | -13.7% |
| 6M | -28.2% | -65.7% | +37.5% | -18.9% |
| YTD | -8.0% | -5.4% | -2.6% | -14.3% |
| 1Y | -0.7% | -24.7% | +24.0% | -4.3% |
| 3Y | +118.8% | +335.0% | -216.2% | +50.6% |
| 5Y | +98.9% | +915.3% | -816.4% | +14.9% |
| 10Y | +643.6% | +3,877.5% | -3,233.9% | +237.0% |
| All | +643.6% | +3,927.3% | -3,283.7% | +237.0% |
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