+2,317.2%
IBM vs STRL
+10,012.8%
-7,695.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.3% | -1.0% |
| 7D | -5.0% | -26.9% | +21.9% | -4.0% |
| 30D | +11.1% | -52.7% | +63.8% | +13.9% |
| 3M | +5.7% | -52.8% | +58.5% | +8.3% |
| 6M | +10.1% | -71.5% | +81.6% | +14.3% |
| YTD | -15.6% | -17.4% | +1.8% | -16.6% |
| 1Y | -19.5% | -35.0% | +15.4% | -19.8% |
| 3Y | +80.4% | +239.2% | -158.8% | +66.7% |
| 5Y | +140.0% | +830.2% | -690.2% | +112.4% |
| 10Y | +155.0% | +3,574.7% | -3,419.7% | +113.2% |
| All | +2,317.2% | +10,012.8% | -7,695.6% | +1,845.0% |
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