+35,402.4%
LOW vs STRL
+12,054.0%
+23,348.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.1% | -0.3% |
| 7D | +1.0% | +7.1% | -6.1% | +0.6% |
| 30D | +25.6% | -39.4% | +65.0% | +27.9% |
| 3M | +5.3% | -43.0% | +48.3% | +7.4% |
| 6M | +3.7% | -65.0% | +68.7% | +7.6% |
| YTD | -1.9% | -0.8% | -1.1% | -3.8% |
| 1Y | +0.6% | -20.3% | +20.9% | -0.6% |
| 3Y | +26.4% | +356.5% | -330.1% | +13.8% |
| 5Y | +10.1% | +952.8% | -942.7% | -5.0% |
| 10Y | +301.3% | +3,877.1% | -3,575.8% | +224.7% |
| All | +35,402.4% | +12,054.0% | +23,348.4% | +27,323.0% |
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