+11,482.4%
STRL vs AA
+218.2%
+11,264.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | +0.8% |
| 7D | -19.8% | +1.2% | -21.1% | -20.0% |
| 30D | -43.6% | -5.0% | -38.5% | -42.6% |
| 3M | -45.2% | -22.2% | -23.0% | -41.4% |
| 6M | -65.7% | -36.3% | -29.4% | -61.4% |
| YTD | -5.4% | -24.2% | +18.7% | +0.7% |
| 1Y | -24.7% | +3.9% | -28.6% | -26.3% |
| 3Y | +335.0% | +67.6% | +267.5% | +263.2% |
| 5Y | +915.3% | -8.8% | +924.1% | +819.7% |
| 10Y | +3,877.5% | +45.0% | +3,832.5% | +2,646.4% |
| All | +11,482.4% | +218.2% | +11,264.2% | +7,210.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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