+358.2%
PSX vs STRL
+3,816.9%
-3,458.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.4% | +1.8% |
| 7D | +6.4% | +23.4% | -17.0% | +2.7% |
| 30D | -10.2% | -39.5% | +29.3% | -3.5% |
| 3M | +17.2% | -45.1% | +62.2% | +27.3% |
| 6M | +51.8% | -64.6% | +116.3% | +73.8% |
| YTD | +108.0% | -1.5% | +109.5% | +86.2% |
| 1Y | +96.1% | -20.8% | +116.9% | +82.5% |
| 3Y | +155.9% | +353.1% | -197.3% | +42.4% |
| 5Y | +306.9% | +942.9% | -636.0% | +68.8% |
| All | +358.2% | +3,816.9% | -3,458.7% | +28.7% |
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