+1,706.1%
PLTR vs STRL
+1,960.1%
-254.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.3% |
| 7D | +10.7% | +23.4% | -12.7% | +5.8% |
| 30D | -17.8% | -39.5% | +21.7% | -9.6% |
| 3M | +0.3% | -45.1% | +45.4% | +11.7% |
| 6M | +26.2% | -64.6% | +90.7% | +49.7% |
| YTD | -3.5% | -1.5% | -2.0% | -22.5% |
| 1Y | -6.8% | -20.8% | +13.9% | -19.7% |
| 3Y | +772.3% | +353.1% | +419.2% | +318.1% |
| 5Y | +651.6% | +942.9% | -291.3% | +169.8% |
| All | +1,706.1% | +1,960.1% | -254.0% | +583.1% |
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