+302.5%
PSX vs STRL
+906.9%
-604.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.8% | +1.0% |
| 7D | +7.8% | +15.7% | -7.8% | +6.5% |
| 30D | -10.9% | -35.5% | +24.6% | -8.3% |
| 3M | +14.5% | -47.1% | +61.6% | +19.2% |
| 6M | +56.1% | -65.8% | +121.9% | +66.7% |
| YTD | +109.6% | -4.5% | +114.1% | +96.2% |
| 1Y | +95.5% | -10.5% | +106.0% | +84.0% |
| 3Y | +156.2% | +340.6% | -184.4% | +75.0% |
| All | +302.5% | +906.9% | -604.3% | +97.7% |
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 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