+20,383.8%
STRL vs ALL
+3,667.9%
+16,715.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.3% | +7.1% | +6.1% |
| 7D | +3.4% | 0.0% | +3.4% | +3.4% |
| 30D | -9.2% | -1.5% | -7.8% | -9.1% |
| 3M | -51.0% | +23.6% | -74.7% | -54.9% |
| 6M | +15.8% | +22.3% | -6.6% | +6.6% |
| YTD | +58.9% | +26.5% | +32.3% | +44.0% |
| 1Y | +68.5% | +27.0% | +41.5% | +52.1% |
| 3Y | +485.2% | +149.6% | +335.6% | +320.9% |
| 5Y | +2,005.1% | +118.1% | +1,887.0% | +1,457.8% |
| 10Y | +7,118.0% | +369.0% | +6,749.0% | +4,239.4% |
| All | +20,383.8% | +3,667.9% | +16,715.9% | +9,181.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling