+5,241.4%
O vs STRL
+5,086.1%
+155.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.2% | -0.9% |
| 7D | +3.7% | -26.9% | +30.6% | +5.0% |
| 30D | +11.2% | -52.7% | +63.9% | +14.7% |
| 3M | -4.0% | -52.8% | +48.9% | -1.1% |
| 6M | -5.2% | -71.5% | +66.2% | -0.7% |
| YTD | +9.5% | -17.4% | +26.9% | +8.1% |
| 1Y | +10.6% | -35.0% | +45.6% | +10.3% |
| 3Y | +38.1% | +239.2% | -201.1% | +24.7% |
| 5Y | +10.2% | +830.2% | -819.9% | -6.1% |
| 10Y | +71.4% | +3,574.7% | -3,503.3% | +34.5% |
| All | +5,241.4% | +5,086.1% | +155.3% | +4,365.0% |
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 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