+130.8%
SLB vs STRL
+2,010.6%
-1,879.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.8% | -5.6% | -0.6% |
| 7D | +0.8% | +3.4% | -2.6% | +0.3% |
| 30D | +15.8% | -9.2% | +25.1% | +17.2% |
| 3M | -0.3% | -51.0% | +50.7% | +9.4% |
| 6M | +21.3% | +15.8% | +5.6% | +11.7% |
| YTD | +52.3% | +58.9% | -6.6% | +31.4% |
| 1Y | +63.6% | +68.5% | -4.9% | +36.8% |
| 3Y | +3.8% | +485.2% | -481.5% | -40.1% |
| All | +130.8% | +2,010.6% | -1,879.8% | -25.1% |
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