+70.3%
SLB vs STRL
+900.6%
-830.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -4.3% | -19.8% | +15.5% | -2.1% |
| 30D | +1.9% | -43.6% | +45.5% | +9.0% |
| 3M | -5.7% | -45.2% | +39.5% | +0.8% |
| 6M | -5.3% | -65.7% | +60.4% | +6.6% |
| YTD | +32.2% | -5.4% | +37.6% | +21.5% |
| 1Y | +38.5% | -24.7% | +63.2% | +32.0% |
| 3Y | +1.1% | +335.0% | -333.9% | -39.9% |
| 5Y | +70.3% | +915.3% | -845.0% | -29.8% |
| All | +70.3% | +900.6% | -830.3% | -29.8% |
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