+1,226.6%
STRL vs AFRM
-28.4%
+1,255.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -1.9% | -2.9% |
| 7D | +15.7% | -4.4% | +20.1% | +16.4% |
| 30D | -35.5% | -7.7% | -27.8% | -34.8% |
| 3M | -47.1% | -16.9% | -30.3% | -46.0% |
| 6M | -65.8% | +2.5% | -68.3% | -66.1% |
| YTD | -4.5% | -12.5% | +8.0% | -4.2% |
| 1Y | -10.5% | -11.0% | +0.6% | -10.5% |
| 3Y | +340.6% | +184.6% | +156.0% | +275.6% |
| 5Y | +911.0% | -56.3% | +967.3% | +773.3% |
| All | +1,226.6% | -28.4% | +1,255.0% | +1,038.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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