+136.8%
GOOGL vs STRL
+2,010.6%
-1,873.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.8% | -6.9% | -1.9% |
| 7D | -2.3% | +3.4% | -5.7% | -2.8% |
| 30D | -6.6% | -9.2% | +2.7% | -5.6% |
| 3M | -8.9% | -51.0% | +42.1% | -0.5% |
| 6M | +11.9% | +15.8% | -3.9% | +3.1% |
| YTD | +8.3% | +58.9% | -50.5% | -6.2% |
| 1Y | +46.2% | +68.5% | -22.3% | +23.9% |
| 3Y | +151.9% | +485.2% | -333.4% | +59.8% |
| All | +136.8% | +2,010.6% | -1,873.8% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling