+942.9%
STRL vs ADM
+23.4%
+919.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | +23.4% | +0.7% | +22.7% | +23.3% |
| 30D | -39.5% | -14.7% | -24.8% | -37.7% |
| 3M | -45.1% | -10.4% | -34.6% | -44.1% |
| 6M | -64.6% | -10.9% | -53.6% | -64.0% |
| YTD | -1.5% | +26.0% | -27.5% | -6.1% |
| 1Y | -20.8% | +26.5% | -47.3% | -24.6% |
| 3Y | +353.1% | +8.2% | +344.9% | +340.9% |
| 5Y | +942.9% | +24.0% | +918.9% | +796.9% |
| All | +942.9% | +23.4% | +919.5% | +796.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 5y: compounded portfolio wealth divided by compounded ADM 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…
5y analysis · Full analysis span regression · 6 months rolling