+392.6%
STM vs STRL
+3,580.1%
-3,187.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.5% | +1.0% | +3.4% |
| 7D | -10.7% | -26.9% | +16.2% | -2.9% |
| 30D | -25.7% | -52.7% | +26.9% | -8.8% |
| 3M | -21.6% | -52.8% | +31.3% | -3.7% |
| 6M | -27.8% | -71.5% | +43.7% | +0.7% |
| YTD | +61.8% | -17.4% | +79.2% | +63.8% |
| 1Y | +78.1% | -35.0% | +113.1% | +90.5% |
| 3Y | +4.9% | +239.2% | -234.3% | -34.6% |
| 5Y | -14.3% | +830.2% | -844.4% | -61.4% |
| All | +392.6% | +3,580.1% | -3,187.5% | +65.0% |
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