+175.2%
SO vs STRL
+3,580.1%
-3,404.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.5% | -1.2% |
| 7D | -1.5% | -26.9% | +25.4% | -0.2% |
| 30D | +8.1% | -52.7% | +60.7% | +11.7% |
| 3M | +0.2% | -52.8% | +53.1% | +3.5% |
| 6M | +0.4% | -71.5% | +71.9% | +5.8% |
| YTD | +8.5% | -17.4% | +25.9% | +5.3% |
| 1Y | +4.9% | -35.0% | +39.9% | +3.4% |
| 3Y | +47.9% | +239.2% | -191.3% | +20.8% |
| 5Y | +75.7% | +830.2% | -754.5% | +24.3% |
| All | +175.2% | +3,580.1% | -3,404.9% | +64.6% |
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 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