+13,507.3%
GOOGL vs STRL
+13,228.5%
+278.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.5% |
| 3M | -8.9% | -51.0% | +42.1% | -0.6% |
| 6M | +11.9% | +15.8% | -3.9% | +4.6% |
| YTD | +8.3% | +58.9% | -50.5% | -4.0% |
| 1Y | +46.2% | +68.5% | -22.3% | +27.4% |
| 3Y | +151.9% | +485.2% | -333.4% | +74.1% |
| 5Y | +137.7% | +2,005.1% | -1,867.4% | +32.5% |
| 10Y | +757.6% | +7,118.0% | -6,360.4% | +267.0% |
| All | +13,507.3% | +13,228.5% | +278.8% | +5,338.8% |
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