+149.6%
IBM vs STRL
+3,580.1%
-3,430.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.3% | -1.2% |
| 7D | -5.0% | -26.9% | +21.9% | -2.4% |
| 30D | +11.1% | -52.7% | +63.8% | +19.2% |
| 3M | +5.7% | -52.8% | +58.5% | +13.0% |
| 6M | +10.1% | -71.5% | +81.6% | +22.6% |
| YTD | -15.6% | -17.4% | +1.8% | -21.7% |
| 1Y | -19.5% | -35.0% | +15.4% | -22.8% |
| 3Y | +80.4% | +239.2% | -158.8% | +24.1% |
| 5Y | +140.0% | +830.2% | -690.2% | +31.8% |
| All | +149.6% | +3,580.1% | -3,430.5% | +2.6% |
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