+3,667.8%
STRL vs ALL
+370.9%
+3,296.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.5% | +7.9% | +5.1% |
| 7D | -26.9% | -1.9% | -25.0% | -26.7% |
| 30D | -52.7% | +13.8% | -66.4% | -55.3% |
| 3M | -52.8% | -7.0% | -45.8% | -52.1% |
| 6M | -71.5% | +18.0% | -89.5% | -74.6% |
| YTD | -17.4% | +24.2% | -41.6% | -29.3% |
| 1Y | -35.0% | +31.2% | -66.1% | -46.0% |
| 3Y | +239.2% | +107.5% | +131.7% | +108.7% |
| 5Y | +830.2% | +144.8% | +685.4% | +391.3% |
| All | +3,667.8% | +370.9% | +3,296.9% | +1,321.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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