+370.1%
PSX vs STRL
+7,463.3%
-7,093.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.6% | +1.1% |
| 7D | +2.8% | +10.1% | -7.3% | +1.2% |
| 30D | +27.8% | -8.2% | +36.0% | +29.2% |
| 3M | +42.0% | -43.7% | +85.7% | +53.8% |
| 6M | +58.1% | +27.1% | +31.0% | +40.4% |
| YTD | +105.0% | +64.0% | +41.0% | +71.3% |
| 1Y | +104.9% | +75.2% | +29.8% | +65.2% |
| 3Y | +134.1% | +539.9% | -405.9% | +26.7% |
| 5Y | +363.8% | +2,133.0% | -1,769.2% | +68.2% |
| 10Y | +370.1% | +7,178.3% | -6,808.2% | +15.5% |
| All | +370.1% | +7,463.3% | -7,093.1% | +15.5% |
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