+277.8%
PSX vs STRL
+779.4%
-501.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -0.8% |
| 7D | -13.1% | -26.9% | +13.8% | -11.2% |
| 30D | -9.5% | -52.7% | +43.1% | -4.7% |
| 3M | +20.2% | -52.8% | +73.0% | +26.4% |
| 6M | +44.9% | -71.5% | +116.4% | +57.1% |
| YTD | +94.4% | -17.4% | +111.8% | +84.3% |
| 1Y | +83.1% | -35.0% | +118.0% | +78.2% |
| 3Y | +132.2% | +239.2% | -107.1% | +64.2% |
| All | +277.8% | +779.4% | -501.6% | +90.6% |
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