+379.5%
SE vs STRL
+1,899.1%
-1,519.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +15.0% | -12.0% | +0.2% |
| 7D | +3.3% | -13.3% | +16.6% | +4.9% |
| 30D | -18.2% | -43.3% | +25.2% | -10.3% |
| 3M | -31.3% | -46.9% | +15.6% | -24.2% |
| 6M | -10.1% | -65.6% | +55.5% | +4.9% |
| YTD | -38.9% | -5.1% | -33.8% | -46.1% |
| 1Y | -48.0% | -23.1% | -24.9% | -51.9% |
| 3Y | +78.8% | +346.8% | -268.0% | +1.4% |
| 5Y | -77.1% | +907.2% | -984.3% | -89.8% |
| All | +379.5% | +1,899.1% | -1,519.6% | +51.3% |
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 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