+3,988.2%
STRL vs ALL
+367.3%
+3,620.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | -0.4% | +15.4% | +15.1% |
| 7D | -13.3% | -3.9% | -9.5% | -12.5% |
| 30D | -43.3% | +10.6% | -54.0% | -45.9% |
| 3M | -46.9% | -4.6% | -42.3% | -46.6% |
| 6M | -65.6% | +20.2% | -85.8% | -69.7% |
| YTD | -5.1% | +23.7% | -28.8% | -18.6% |
| 1Y | -23.1% | +27.9% | -51.0% | -35.3% |
| 3Y | +346.8% | +109.2% | +237.7% | +173.3% |
| 5Y | +907.2% | +148.0% | +759.2% | +426.9% |
| 10Y | +3,988.2% | +363.8% | +3,624.4% | +1,459.7% |
| All | +3,988.2% | +367.3% | +3,620.8% | +1,459.7% |
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