+5,216.8%
STRL vs AR
-27.2%
+5,244.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.7% | +6.5% | +5.9% |
| 7D | +3.4% | +2.5% | +0.9% | +2.8% |
| 30D | -9.2% | +14.8% | -24.0% | -11.9% |
| 3M | -51.0% | +6.2% | -57.3% | -51.8% |
| 6M | +15.8% | +4.3% | +11.5% | +13.5% |
| YTD | +58.9% | +14.4% | +44.5% | +52.3% |
| 1Y | +68.5% | +21.3% | +47.2% | +59.1% |
| 3Y | +485.2% | +39.8% | +445.4% | +433.7% |
| 5Y | +2,005.1% | +142.1% | +1,863.0% | +1,560.5% |
| 10Y | +7,118.0% | +52.0% | +7,065.9% | +5,067.3% |
| All | +5,216.8% | -27.2% | +5,244.1% | +4,273.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling