-17.1%
SLB vs STRL
+3,580.1%
-3,597.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | -0.2% |
| 7D | -7.1% | -26.9% | +19.8% | -1.5% |
| 30D | +4.1% | -52.7% | +56.8% | +20.9% |
| 3M | -2.6% | -52.8% | +50.2% | +12.3% |
| 6M | -8.6% | -71.5% | +62.9% | +15.3% |
| YTD | +32.2% | -17.4% | +49.6% | +20.8% |
| 1Y | +40.7% | -35.0% | +75.6% | +35.6% |
| 3Y | -4.5% | +239.2% | -243.7% | -49.5% |
| 5Y | +66.4% | +830.2% | -763.8% | -40.8% |
| All | -17.1% | +3,580.1% | -3,597.2% | -78.0% |
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