+2,570.4%
STRL vs AR
-32.8%
+2,603.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -2.8% | -11.1% | -13.3% |
| 7D | -34.6% | -11.7% | -22.9% | -32.8% |
| 30D | -56.7% | +1.8% | -58.5% | -56.7% |
| 3M | -54.4% | +6.0% | -60.4% | -55.1% |
| 6M | -69.7% | -7.0% | -62.7% | -69.5% |
| YTD | -20.2% | +5.6% | -25.8% | -22.3% |
| 1Y | -40.6% | +10.8% | -51.4% | -42.8% |
| 3Y | +221.7% | +19.3% | +202.4% | +202.8% |
| 5Y | +799.0% | +73.3% | +725.6% | +656.9% |
| 10Y | +3,451.5% | +47.6% | +3,403.9% | +2,463.8% |
| All | +2,570.4% | -32.8% | +2,603.2% | +2,130.4% |
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