+5,871.7%
SO vs STRL
+11,964.0%
-6,092.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.7% | -1.4% |
| 7D | -0.9% | +23.4% | -24.4% | -1.3% |
| 30D | +4.9% | -39.5% | +44.5% | +5.6% |
| 3M | +0.8% | -45.1% | +45.8% | +1.5% |
| 6M | +0.6% | -64.6% | +65.1% | +1.8% |
| YTD | +8.7% | -1.5% | +10.2% | +7.9% |
| 1Y | +4.0% | -20.8% | +24.7% | +3.5% |
| 3Y | +50.6% | +353.1% | -302.6% | +44.8% |
| 5Y | +77.5% | +942.9% | -865.4% | +67.8% |
| 10Y | +192.0% | +3,847.6% | -3,655.7% | +169.0% |
| All | +5,871.7% | +11,964.0% | -6,092.3% | +5,386.6% |
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 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