+2,022.6%
STRL vs ARWR
+28.5%
+1,994.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.2% | +5.9% | +5.8% |
| 7D | +3.4% | +1.7% | +1.7% | +3.0% |
| 30D | -9.2% | -0.7% | -8.6% | -9.1% |
| 3M | -51.0% | +14.9% | -65.9% | -52.5% |
| 6M | +15.8% | +32.6% | -16.9% | +9.3% |
| YTD | +58.9% | +30.0% | +28.8% | +50.0% |
| 1Y | +68.5% | +208.4% | -139.8% | +34.6% |
| 3Y | +485.2% | +208.8% | +276.4% | +330.9% |
| All | +2,022.6% | +28.5% | +1,994.1% | +1,651.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling