+78.2%
O vs STRL
+4,310.8%
-4,232.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +15.0% | -14.2% | -0.4% |
| 7D | +3.3% | -13.3% | +16.7% | +4.0% |
| 30D | +10.3% | -43.3% | +53.7% | +14.8% |
| 3M | -3.5% | -46.9% | +43.4% | +0.7% |
| 6M | -1.3% | -65.6% | +64.3% | +5.8% |
| YTD | +10.3% | -5.1% | +15.4% | +4.3% |
| 1Y | +10.4% | -23.1% | +33.5% | +6.4% |
| 3Y | +40.0% | +346.8% | -306.8% | 0.0% |
| 5Y | +12.4% | +907.2% | -894.8% | -33.0% |
| 10Y | +78.2% | +3,988.2% | -3,910.0% | -18.0% |
| All | +78.2% | +4,310.8% | -4,232.6% | -18.0% |
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 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