+196.4%
SO vs STRL
+3,697.3%
-3,500.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.3% | +1.4% |
| 7D | +1.4% | +15.7% | -14.3% | +0.6% |
| 30D | +4.7% | -35.5% | +40.2% | +6.6% |
| 3M | +1.7% | -47.1% | +48.8% | +4.5% |
| 6M | +2.2% | -65.8% | +67.9% | +6.8% |
| YTD | +10.0% | -4.5% | +14.5% | +5.9% |
| 1Y | +6.0% | -10.5% | +16.5% | +2.4% |
| 3Y | +54.1% | +340.6% | -286.5% | +22.9% |
| 5Y | +79.6% | +911.0% | -831.4% | +26.1% |
| All | +196.4% | +3,697.3% | -3,500.8% | +67.1% |
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