+25,846.1%
STRL vs ARWR
-97.0%
+25,943.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.2% | +5.9% | +5.8% |
| 7D | +3.4% | +1.7% | +1.7% | +3.4% |
| 30D | -9.2% | -0.7% | -8.6% | -9.2% |
| 3M | -51.0% | +14.9% | -65.9% | -51.1% |
| 6M | +15.8% | +32.6% | -16.9% | +15.7% |
| YTD | +58.9% | +30.0% | +28.8% | +58.8% |
| 1Y | +68.5% | +208.4% | -139.8% | +68.1% |
| 3Y | +485.2% | +208.8% | +276.4% | +483.4% |
| 5Y | +2,005.1% | +27.8% | +1,977.3% | +1,999.1% |
| 10Y | +7,118.0% | +1,107.6% | +6,010.4% | +7,127.4% |
| All | +25,846.1% | -97.0% | +25,943.2% | +40,241.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling