+952.8%
STRL vs ALL
+158.6%
+794.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.5% | +4.9% |
| 7D | +7.1% | -2.6% | +9.7% | +7.2% |
| 30D | -39.4% | +12.7% | -52.1% | -39.9% |
| 3M | -43.0% | +0.4% | -43.4% | -43.0% |
| 6M | -65.0% | +23.8% | -88.8% | -66.7% |
| YTD | -0.8% | +27.8% | -28.6% | -7.0% |
| 1Y | -20.3% | +28.9% | -49.2% | -25.6% |
| 3Y | +356.5% | +113.9% | +242.6% | +251.1% |
| 5Y | +952.8% | +157.4% | +795.5% | +612.2% |
| All | +952.8% | +158.6% | +794.2% | +612.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling