+82.7%
O vs STRL
+3,927.3%
-3,844.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.1% |
| 7D | +3.5% | -19.8% | +23.4% | +4.9% |
| 30D | +10.4% | -43.6% | +54.0% | +14.9% |
| 3M | -2.4% | -45.2% | +42.8% | +1.5% |
| 6M | -1.2% | -65.7% | +64.5% | +5.9% |
| YTD | +10.4% | -5.4% | +15.8% | +4.3% |
| 1Y | +11.4% | -24.7% | +36.1% | +7.6% |
| 3Y | +40.4% | +335.0% | -294.6% | +0.6% |
| 5Y | +12.1% | +915.3% | -903.1% | -33.4% |
| 10Y | +82.7% | +3,877.5% | -3,794.7% | -16.5% |
| All | +82.7% | +3,927.3% | -3,844.5% | -16.5% |
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