+35,443.8%
LOW vs STRL
+11,482.4%
+23,961.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +8.7% | -19.8% | +28.5% | +9.4% |
| 30D | +25.5% | -43.6% | +69.0% | +28.2% |
| 3M | +6.6% | -45.2% | +51.8% | +8.9% |
| 6M | +2.4% | -65.7% | +68.2% | +6.3% |
| YTD | -1.7% | -5.4% | +3.7% | -3.5% |
| 1Y | +1.7% | -24.7% | +26.4% | +0.8% |
| 3Y | +26.6% | +335.0% | -308.5% | +14.2% |
| 5Y | +10.1% | +915.3% | -905.1% | -4.8% |
| 10Y | +303.3% | +3,877.5% | -3,574.2% | +226.5% |
| All | +35,443.8% | +11,482.4% | +23,961.4% | +27,415.1% |
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