+1,727.7%
STM vs STRL
+6,415.7%
-4,688.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -13.9% | +1.5% | -11.3% |
| 7D | -20.1% | -34.6% | +14.5% | -17.4% |
| 30D | -32.0% | -56.7% | +24.7% | -27.3% |
| 3M | -24.2% | -54.4% | +30.3% | -19.3% |
| 6M | -29.9% | -69.7% | +39.8% | -23.1% |
| YTD | +54.9% | -20.2% | +75.1% | +57.1% |
| 1Y | +68.0% | -40.6% | +108.5% | +73.6% |
| 3Y | -0.1% | +221.7% | -221.8% | -9.3% |
| 5Y | -17.9% | +799.0% | -816.9% | -30.5% |
| 10Y | +392.2% | +3,451.5% | -3,059.2% | +280.4% |
| All | +1,727.7% | +6,415.7% | -4,688.1% | +1,324.6% |
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