-14.2%
SLB vs STRL
+4,073.8%
-4,088.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.9% | -2.8% | +1.1% |
| 7D | -1.2% | +7.1% | -8.3% | -3.0% |
| 30D | +4.5% | -39.4% | +43.9% | +14.8% |
| 3M | -4.6% | -43.0% | +38.4% | +5.5% |
| 6M | -6.3% | -65.0% | +58.7% | +12.9% |
| YTD | +35.0% | -0.8% | +35.7% | +18.2% |
| 1Y | +38.8% | -20.3% | +59.1% | +27.5% |
| 3Y | +3.3% | +356.5% | -353.2% | -49.6% |
| 5Y | +73.6% | +952.8% | -879.2% | -40.0% |
| 10Y | -14.2% | +3,877.1% | -3,891.3% | -79.2% |
| All | -14.2% | +4,073.8% | -4,088.0% | -79.2% |
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