+50.3%
O vs STRL
+7,463.3%
-7,413.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -0.6% |
| 7D | -0.6% | +10.1% | -10.7% | -1.4% |
| 30D | -2.0% | -8.2% | +6.2% | -1.4% |
| 3M | +3.0% | -43.7% | +46.7% | +7.3% |
| 6M | -3.6% | +27.1% | -30.8% | -9.3% |
| YTD | +12.1% | +64.0% | -51.9% | +2.3% |
| 1Y | +8.9% | +75.2% | -66.3% | -2.4% |
| 3Y | +30.3% | +539.9% | -509.6% | -7.2% |
| 5Y | +13.7% | +2,133.0% | -2,119.3% | -36.9% |
| 10Y | +50.3% | +7,178.3% | -7,128.0% | -35.4% |
| All | +50.3% | +7,463.3% | -7,413.0% | -35.4% |
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