+355.0%
SE vs STRL
+1,989.8%
-1,634.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.9% | -8.6% | -4.6% |
| 7D | -7.7% | +7.1% | -14.8% | -9.1% |
| 30D | -22.8% | -39.4% | +16.5% | -16.5% |
| 3M | -43.7% | -43.0% | -0.8% | -38.8% |
| 6M | -12.8% | -65.0% | +52.2% | +1.5% |
| YTD | -42.0% | -0.8% | -41.2% | -49.3% |
| 1Y | -48.0% | -20.3% | -27.7% | -52.2% |
| 3Y | +62.7% | +356.5% | -293.8% | -8.1% |
| 5Y | -77.8% | +952.8% | -1,030.6% | -90.2% |
| All | +355.0% | +1,989.8% | -1,634.7% | +42.4% |
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