+363.8%
PSX vs STRL
+2,093.0%
-1,729.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.6% | +1.3% |
| 7D | +2.8% | +10.1% | -7.3% | +2.0% |
| 30D | +27.8% | -8.2% | +36.0% | +28.5% |
| 3M | +42.0% | -43.7% | +85.7% | +47.8% |
| 6M | +58.1% | +27.1% | +31.0% | +47.9% |
| YTD | +105.0% | +64.0% | +41.0% | +84.8% |
| 1Y | +104.9% | +75.2% | +29.8% | +80.4% |
| 3Y | +134.1% | +539.9% | -405.9% | +57.1% |
| 5Y | +363.8% | +2,133.0% | -1,769.2% | +101.3% |
| All | +363.8% | +2,093.0% | -1,729.2% | +101.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling