+7,282.2%
STRL vs ALL
+368.3%
+6,914.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.3% | +7.1% | +6.3% |
| 7D | +3.4% | 0.0% | +3.4% | +3.3% |
| 30D | -9.2% | -1.5% | -7.8% | -9.0% |
| 3M | -51.0% | +23.6% | -74.7% | -56.7% |
| 6M | +15.8% | +22.3% | -6.6% | +2.2% |
| YTD | +58.9% | +26.5% | +32.3% | +36.5% |
| 1Y | +68.5% | +27.0% | +41.5% | +43.7% |
| 3Y | +485.2% | +149.6% | +335.6% | +225.5% |
| 5Y | +2,005.1% | +118.1% | +1,887.0% | +1,121.6% |
| All | +7,282.2% | +368.3% | +6,914.0% | +2,574.6% |
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