+11.1%
SMR vs STRL
+1,552.0%
-1,540.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +3.2% | +12.0% | +13.5% |
| 7D | +21.4% | +10.1% | +11.3% | +15.3% |
| 30D | +13.8% | -8.2% | +22.0% | +18.4% |
| 3M | +3.9% | -43.7% | +47.6% | +37.6% |
| 6M | -4.2% | +27.1% | -31.3% | -32.3% |
| YTD | -21.1% | +64.0% | -85.1% | -53.7% |
| 1Y | -67.1% | +75.2% | -142.2% | -81.2% |
| 3Y | +88.9% | +539.9% | -451.1% | -41.7% |
| All | +11.1% | +1,552.0% | -1,540.8% | -75.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling