+131.6%
IBM vs STRL
+7,463.3%
-7,331.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.4% | -1.5% |
| 7D | +0.3% | +10.1% | -9.8% | -0.8% |
| 30D | -1.5% | -8.2% | +6.7% | -0.8% |
| 3M | -16.8% | -43.7% | +26.9% | -12.4% |
| 6M | -9.0% | +27.1% | -36.1% | -16.8% |
| YTD | -20.1% | +64.0% | -84.0% | -30.1% |
| 1Y | -7.0% | +75.2% | -82.2% | -20.5% |
| 3Y | +72.4% | +539.9% | -467.5% | +12.9% |
| 5Y | +112.0% | +2,133.0% | -2,021.0% | +6.2% |
| 10Y | +131.6% | +7,178.3% | -7,046.7% | -11.8% |
| All | +131.6% | +7,463.3% | -7,331.7% | -11.8% |
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 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