+7,161.0%
STRL vs ARWR
+1,117.8%
+6,043.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.2% | +5.9% | +5.8% |
| 7D | +3.4% | +1.7% | +1.7% | +3.1% |
| 30D | -9.2% | -0.7% | -8.6% | -9.2% |
| 3M | -51.0% | +14.9% | -65.9% | -52.1% |
| 6M | +15.8% | +32.6% | -16.9% | +11.1% |
| YTD | +58.9% | +30.0% | +28.8% | +52.4% |
| 1Y | +68.5% | +208.4% | -139.8% | +43.2% |
| 3Y | +485.2% | +208.8% | +276.4% | +372.2% |
| 5Y | +2,005.1% | +27.8% | +1,977.3% | +1,714.1% |
| All | +7,161.0% | +1,117.8% | +6,043.3% | +4,704.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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