+723.0%
SLB vs STRL
+19,359.6%
-18,636.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.8% | -5.6% | -0.2% |
| 7D | +0.8% | +3.4% | -2.6% | +0.6% |
| 30D | +15.8% | -9.2% | +25.1% | +16.4% |
| 3M | -0.3% | -51.0% | +50.7% | +3.8% |
| 6M | +21.3% | +15.8% | +5.6% | +18.1% |
| YTD | +52.3% | +58.9% | -6.6% | +45.0% |
| 1Y | +63.6% | +68.5% | -4.9% | +54.4% |
| 3Y | +3.8% | +485.2% | -481.5% | -11.1% |
| 5Y | +128.6% | +2,005.1% | -1,876.5% | +79.8% |
| 10Y | -3.1% | +7,118.0% | -7,121.0% | -29.2% |
| All | +723.0% | +19,359.6% | -18,636.6% | +515.7% |
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