+3,786.6%
STRL vs ARWR
+1,009.4%
+2,777.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.7% | -0.1% |
| 7D | +23.4% | -17.9% | +41.4% | +26.3% |
| 30D | -39.5% | -18.9% | -20.6% | -38.0% |
| 3M | -45.1% | -46.0% | +0.9% | -40.4% |
| 6M | -64.6% | -40.3% | -24.2% | -62.2% |
| YTD | -1.5% | -29.0% | +27.5% | +2.0% |
| 1Y | -20.8% | +13.8% | -34.6% | -23.8% |
| 3Y | +353.1% | +74.9% | +278.2% | +289.2% |
| 5Y | +942.9% | -36.2% | +979.1% | +876.7% |
| All | +3,786.6% | +1,009.4% | +2,777.2% | +2,526.8% |
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