+233.8%
LOW vs STRL
+7,055.3%
-6,821.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.9% |
| 7D | -0.6% | +8.2% | -8.8% | -1.8% |
| 30D | -9.3% | -6.3% | -3.0% | -8.6% |
| 3M | -8.1% | -41.2% | +33.1% | -2.2% |
| 6M | -19.8% | +20.4% | -40.1% | -26.7% |
| YTD | -16.4% | +61.7% | -78.1% | -27.9% |
| 1Y | -24.7% | +72.7% | -97.4% | -37.0% |
| 3Y | -8.8% | +530.9% | -539.8% | -45.6% |
| 5Y | +7.8% | +2,125.4% | -2,117.6% | -53.3% |
| 10Y | +233.8% | +7,301.3% | -7,067.5% | +8.3% |
| All | +233.8% | +7,055.3% | -6,821.5% | +8.3% |
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