+937.9%
STRL vs ALL
+161.6%
+776.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.4% | -3.1% |
| 7D | +15.7% | +5.0% | +10.6% | +15.5% |
| 30D | -35.5% | +13.3% | -48.8% | -36.0% |
| 3M | -47.1% | +3.2% | -50.3% | -47.2% |
| 6M | -65.8% | +25.3% | -91.1% | -67.4% |
| YTD | -4.5% | +30.5% | -35.0% | -10.6% |
| 1Y | -10.5% | +29.2% | -39.7% | -16.0% |
| 3Y | +340.6% | +119.1% | +221.5% | +238.2% |
| All | +937.9% | +161.6% | +776.3% | +598.1% |
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