-16.6%
SLB vs STRL
+4,310.8%
-4,327.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +15.0% | -14.0% | -2.3% |
| 7D | -3.7% | -13.3% | +9.7% | -1.8% |
| 30D | +2.9% | -43.3% | +46.3% | +14.7% |
| 3M | +0.2% | -46.9% | +47.1% | +12.5% |
| 6M | -4.4% | -65.6% | +61.2% | +15.4% |
| YTD | +33.4% | -5.1% | +38.5% | +18.0% |
| 1Y | +40.8% | -23.1% | +63.9% | +30.3% |
| 3Y | +3.2% | +346.8% | -343.7% | -49.4% |
| 5Y | +64.8% | +907.2% | -842.4% | -42.3% |
| 10Y | -16.6% | +3,988.2% | -4,004.7% | -78.9% |
| All | -16.6% | +4,310.8% | -4,327.3% | -78.9% |
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