+3,786.6%
STRL vs AR
+57.2%
+3,729.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.0% |
| 7D | +23.4% | +6.4% | +17.0% | +21.9% |
| 30D | -39.5% | +3.1% | -42.6% | -39.8% |
| 3M | -45.1% | +3.3% | -48.3% | -45.5% |
| 6M | -64.6% | +6.6% | -71.1% | -65.2% |
| YTD | -1.5% | +12.3% | -13.8% | -5.5% |
| 1Y | -20.8% | +12.3% | -33.1% | -24.1% |
| 3Y | +353.1% | +50.4% | +302.7% | +306.0% |
| 5Y | +942.9% | +101.0% | +841.9% | +745.6% |
| All | +3,786.6% | +57.2% | +3,729.4% | +2,926.2% |
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