+3,988.2%
STRL vs A
+328.7%
+3,659.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +3.1% | +11.9% | +13.3% |
| 7D | -13.3% | +4.8% | -18.1% | -15.2% |
| 30D | -43.3% | +5.6% | -49.0% | -44.7% |
| 3M | -46.9% | +23.6% | -70.5% | -52.5% |
| 6M | -65.6% | +56.4% | -122.0% | -73.1% |
| YTD | -5.1% | +33.4% | -38.5% | -19.5% |
| 1Y | -23.1% | +23.7% | -46.8% | -32.0% |
| 3Y | +346.8% | +71.0% | +275.8% | +225.0% |
| 5Y | +907.2% | +16.8% | +890.3% | +770.2% |
| 10Y | +3,988.2% | +323.8% | +3,664.4% | +1,916.2% |
| All | +3,988.2% | +328.7% | +3,659.5% | +1,916.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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