+2,035.9%
STRL vs AUR
-36.7%
+2,072.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -1.6% |
| 7D | +5.4% | +0.2% | +5.2% | +5.4% |
| 30D | -9.0% | -8.9% | -0.1% | -7.7% |
| 3M | -37.1% | +4.6% | -41.7% | -37.7% |
| 6M | +17.8% | +44.9% | -27.0% | +10.7% |
| YTD | +58.3% | +64.8% | -6.5% | +45.4% |
| 1Y | +61.0% | +16.4% | +44.7% | +55.4% |
| 3Y | +517.8% | +85.1% | +432.7% | +416.5% |
| 5Y | +2,119.0% | -36.1% | +2,155.2% | +1,703.2% |
| All | +2,035.9% | -36.7% | +2,072.6% | +1,628.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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