+2,157.1%
STRL vs AU
+683.3%
+1,473.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.1% | +4.4% | +3.5% |
| 7D | +10.1% | -0.3% | +10.4% | +10.1% |
| 30D | -8.2% | +12.8% | -21.0% | -10.9% |
| 3M | -43.7% | +28.5% | -72.1% | -47.0% |
| 6M | +27.1% | +4.8% | +22.3% | +24.2% |
| YTD | +64.0% | +31.0% | +33.0% | +54.8% |
| 1Y | +75.2% | +81.4% | -6.3% | +58.9% |
| 3Y | +539.9% | +618.4% | -78.5% | +404.5% |
| All | +2,157.1% | +683.3% | +1,473.7% | +1,572.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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