+3,988.2%
STRL vs AR
+48.7%
+3,939.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +0.8% | +14.2% | +14.8% |
| 7D | -13.3% | -10.5% | -2.8% | -11.0% |
| 30D | -43.3% | +1.3% | -44.6% | -43.4% |
| 3M | -46.9% | +4.8% | -51.6% | -47.5% |
| 6M | -65.6% | +1.2% | -66.8% | -65.9% |
| YTD | -5.1% | +5.5% | -10.6% | -7.7% |
| 1Y | -23.1% | +8.1% | -31.1% | -25.7% |
| 3Y | +346.8% | +38.8% | +308.0% | +307.0% |
| 5Y | +907.2% | +78.8% | +828.3% | +735.7% |
| 10Y | +3,988.2% | +46.4% | +3,941.8% | +3,109.5% |
| All | +3,988.2% | +48.7% | +3,939.5% | +3,109.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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