+610.4%
SLB vs STRL
+9,673.6%
-9,063.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -13.9% | +10.1% | -2.8% |
| 7D | -7.7% | -34.6% | +26.9% | -5.4% |
| 30D | -0.7% | -56.7% | +55.9% | +4.5% |
| 3M | 0.0% | -54.4% | +54.4% | +4.7% |
| 6M | -10.4% | -69.7% | +59.3% | -4.3% |
| YTD | +31.5% | -20.2% | +51.7% | +30.3% |
| 1Y | +39.1% | -40.6% | +79.7% | +40.3% |
| 3Y | -5.7% | +221.7% | -227.4% | -16.3% |
| 5Y | +65.4% | +799.0% | -733.5% | +36.8% |
| 10Y | -15.6% | +3,451.5% | -3,467.0% | -35.7% |
| All | +610.4% | +9,673.6% | -9,063.2% | +453.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling