+5,387.7%
O vs STRL
+9,879.3%
-4,491.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.8% | -6.5% | -1.1% |
| 7D | -0.7% | +3.4% | -4.1% | -0.9% |
| 30D | -1.9% | -9.2% | +7.4% | -1.5% |
| 3M | +3.8% | -51.0% | +54.9% | +6.8% |
| 6M | -4.7% | +15.8% | -20.5% | -6.8% |
| YTD | +12.5% | +58.9% | -46.4% | +8.3% |
| 1Y | +10.8% | +68.5% | -57.7% | +6.0% |
| 3Y | +28.8% | +485.2% | -456.4% | +13.9% |
| 5Y | +13.2% | +2,005.1% | -1,991.9% | -6.8% |
| 10Y | +53.5% | +7,118.0% | -7,064.5% | +17.2% |
| All | +5,387.7% | +9,879.3% | -4,491.5% | +4,370.3% |
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