+76.4%
SLB vs STRL
+906.9%
-830.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.5% | +1.9% |
| 7D | +3.5% | +15.7% | -12.1% | +1.4% |
| 30D | +6.5% | -35.5% | +42.0% | +11.9% |
| 3M | -0.2% | -47.1% | +46.9% | +7.2% |
| 6M | -5.7% | -65.8% | +60.1% | +6.2% |
| YTD | +36.8% | -4.5% | +41.4% | +25.7% |
| 1Y | +45.8% | -10.5% | +56.3% | +34.8% |
| 3Y | +3.4% | +340.6% | -337.3% | -38.8% |
| All | +76.4% | +906.9% | -830.5% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling