+31,043.2%
LOW vs STRL
+19,359.6%
+11,683.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.8% | -4.5% | +1.0% |
| 7D | -1.7% | +3.4% | -5.1% | -1.9% |
| 30D | -7.0% | -9.2% | +2.2% | -6.7% |
| 3M | -0.9% | -51.0% | +50.2% | +1.8% |
| 6M | -20.1% | +15.8% | -35.8% | -21.7% |
| YTD | -13.9% | +58.9% | -72.8% | -17.0% |
| 1Y | -21.1% | +68.5% | -89.7% | -24.4% |
| 3Y | -6.6% | +485.2% | -491.8% | -16.6% |
| 5Y | +9.4% | +2,005.1% | -1,995.8% | -8.1% |
| 10Y | +220.5% | +7,118.0% | -6,897.5% | +154.0% |
| All | +31,043.2% | +19,359.6% | +11,683.6% | +23,567.1% |
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