+3,667.8%
STRL vs A
+319.7%
+3,348.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.7% | +2.5% |
| 7D | -26.9% | -0.1% | -26.8% | -26.8% |
| 30D | -52.7% | +3.4% | -56.0% | -53.3% |
| 3M | -52.8% | +23.8% | -76.7% | -58.0% |
| 6M | -71.5% | +49.0% | -120.5% | -77.2% |
| YTD | -17.4% | +29.4% | -46.8% | -29.0% |
| 1Y | -35.0% | +19.4% | -54.3% | -41.5% |
| 3Y | +239.2% | +66.2% | +173.0% | +149.1% |
| 5Y | +830.2% | +15.8% | +814.4% | +705.3% |
| All | +3,667.8% | +319.7% | +3,348.1% | +1,762.9% |
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