+465.1%
STM vs STRL
+3,697.3%
-3,232.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.6% | +1.5% |
| 7D | +12.0% | +15.7% | -3.6% | +7.3% |
| 30D | -0.4% | -35.5% | +35.1% | +12.0% |
| 3M | -13.2% | -47.1% | +34.0% | +3.0% |
| 6M | -26.1% | -65.8% | +39.7% | -2.1% |
| YTD | +81.2% | -4.5% | +85.7% | +75.6% |
| 1Y | +98.3% | -10.5% | +108.8% | +94.3% |
| 3Y | +16.7% | +340.6% | -323.9% | -32.5% |
| 5Y | -4.8% | +911.0% | -915.9% | -58.6% |
| All | +465.1% | +3,697.3% | -3,232.2% | +72.9% |
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