+614.4%
SLB vs STRL
+10,012.8%
-9,398.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | +0.3% |
| 7D | -7.1% | -26.9% | +19.8% | -5.4% |
| 30D | +4.1% | -52.7% | +56.8% | +8.9% |
| 3M | -2.6% | -52.8% | +50.2% | +1.7% |
| 6M | -8.6% | -71.5% | +62.9% | -1.9% |
| YTD | +32.2% | -17.4% | +49.6% | +30.8% |
| 1Y | +40.7% | -35.0% | +75.6% | +41.0% |
| 3Y | -4.5% | +239.2% | -243.7% | -15.6% |
| 5Y | +66.4% | +830.2% | -763.8% | +37.3% |
| 10Y | -15.1% | +3,574.7% | -3,589.8% | -35.4% |
| All | +614.4% | +10,012.8% | -9,398.4% | +455.4% |
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