+10,012.8%
STRL vs AA
+214.7%
+9,798.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.9% | +0.6% | +2.7% |
| 7D | -26.9% | +0.9% | -27.8% | -27.1% |
| 30D | -52.7% | -6.7% | -46.0% | -51.7% |
| 3M | -52.8% | -16.3% | -36.5% | -50.6% |
| 6M | -71.5% | -37.1% | -34.4% | -67.8% |
| YTD | -17.4% | -25.0% | +7.6% | -11.9% |
| 1Y | -35.0% | +8.6% | -43.5% | -37.1% |
| 3Y | +239.2% | +57.2% | +182.0% | +187.7% |
| 5Y | +830.2% | -13.0% | +843.2% | +751.9% |
| 10Y | +3,574.7% | +65.5% | +3,509.2% | +2,358.4% |
| All | +10,012.8% | +214.7% | +9,798.1% | +6,294.7% |
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