+10.7%
O vs STRL
+779.4%
-768.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.2% | -0.8% |
| 7D | +3.7% | -26.9% | +30.6% | +3.9% |
| 30D | +11.2% | -52.7% | +63.9% | +12.1% |
| 3M | -4.0% | -52.8% | +48.9% | -3.2% |
| 6M | -5.2% | -71.5% | +66.2% | -3.7% |
| YTD | +9.5% | -17.4% | +26.9% | +7.1% |
| 1Y | +10.6% | -35.0% | +45.6% | +9.0% |
| 3Y | +38.1% | +239.2% | -201.1% | +18.0% |
| All | +10.7% | +779.4% | -768.7% | -22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling