+1,218.8%
STRL vs AFRM
-25.2%
+1,244.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | -0.1% | +15.1% | +15.0% |
| 7D | -13.3% | -7.5% | -5.8% | -12.5% |
| 30D | -43.3% | -15.7% | -27.6% | -42.0% |
| 3M | -46.9% | -9.6% | -37.3% | -46.4% |
| 6M | -65.6% | +6.3% | -71.9% | -66.1% |
| YTD | -5.1% | -8.6% | +3.5% | -5.4% |
| 1Y | -23.1% | -7.6% | -15.5% | -23.4% |
| 3Y | +346.8% | +173.7% | +173.2% | +281.1% |
| 5Y | +907.2% | -56.9% | +964.1% | +765.7% |
| All | +1,218.8% | -25.2% | +1,244.0% | +1,024.7% |
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