+55.2%
HYG vs STRL
+7,221.5%
-7,166.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.4% | -5.4% | -0.3% |
| 7D | -0.7% | +5.0% | -5.8% | -1.0% |
| 30D | -0.7% | -6.9% | +6.2% | -0.4% |
| 3M | -0.2% | -39.1% | +38.9% | +2.0% |
| 6M | +1.4% | +21.5% | -20.1% | -1.4% |
| YTD | +1.5% | +66.9% | -65.4% | -3.5% |
| 1Y | +2.9% | +61.6% | -58.7% | -2.3% |
| 3Y | +25.6% | +560.0% | -534.4% | +6.1% |
| 5Y | +18.6% | +2,238.9% | -2,220.3% | -10.0% |
| All | +55.2% | +7,221.5% | -7,166.3% | +7.6% |
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