+7,178.3%
STRL vs ATI
+1,051.1%
+6,127.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.6% | +4.8% | +3.9% |
| 7D | +10.1% | +3.2% | +6.9% | +8.7% |
| 30D | -8.2% | -9.0% | +0.8% | -4.6% |
| 3M | -43.7% | +15.1% | -58.8% | -46.5% |
| 6M | +27.1% | +38.1% | -11.0% | +13.4% |
| YTD | +64.0% | +80.7% | -16.7% | +32.7% |
| 1Y | +75.2% | +167.5% | -92.4% | +22.8% |
| 3Y | +539.9% | +366.0% | +173.9% | +263.2% |
| 5Y | +2,133.0% | +1,088.8% | +1,044.2% | +806.0% |
| 10Y | +7,178.3% | +1,055.0% | +6,123.3% | +2,593.1% |
| All | +7,178.3% | +1,051.1% | +6,127.1% | +2,593.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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