+115.5%
IBM vs STRL
+2,010.6%
-1,895.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.8% | -5.7% | -0.2% |
| 7D | -0.3% | +3.4% | -3.7% | -0.4% |
| 30D | +0.3% | -9.2% | +9.5% | +0.6% |
| 3M | -21.6% | -51.0% | +29.4% | -18.9% |
| 6M | -4.7% | +15.8% | -20.5% | -9.5% |
| YTD | -19.1% | +58.9% | -78.0% | -25.9% |
| 1Y | -2.5% | +68.5% | -71.0% | -11.9% |
| 3Y | +74.2% | +485.2% | -411.1% | +32.8% |
| All | +115.5% | +2,010.6% | -1,895.1% | +32.6% |
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 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