+137.1%
PSX vs STRL
+509.6%
-372.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.8% | -5.6% | -0.1% |
| 7D | +4.5% | +3.4% | +1.1% | +4.4% |
| 30D | +26.6% | -9.2% | +35.8% | +27.0% |
| 3M | +39.3% | -51.0% | +90.3% | +43.2% |
| 6M | +56.8% | +15.8% | +41.0% | +51.3% |
| YTD | +101.8% | +58.9% | +43.0% | +89.2% |
| 1Y | +99.6% | +68.5% | +31.1% | +84.2% |
| All | +137.1% | +509.6% | -372.4% | +89.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling