+10,188.0%
STRL vs ALL
+3,771.7%
+6,416.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -0.9% | -13.0% | -13.6% |
| 7D | -34.6% | +4.2% | -38.8% | -35.5% |
| 30D | -56.7% | +18.9% | -75.6% | -59.0% |
| 3M | -54.4% | +1.2% | -55.6% | -55.0% |
| 6M | -69.7% | +23.2% | -92.9% | -72.3% |
| YTD | -20.2% | +30.0% | -50.2% | -28.7% |
| 1Y | -40.6% | +39.6% | -80.2% | -48.2% |
| 3Y | +221.7% | +115.2% | +106.4% | +141.3% |
| 5Y | +799.0% | +156.2% | +642.7% | +529.7% |
| 10Y | +3,451.5% | +398.0% | +3,053.5% | +1,985.5% |
| All | +10,188.0% | +3,771.7% | +6,416.3% | +4,492.2% |
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 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