+2,125.4%
STRL vs AUR
-34.3%
+2,159.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.3% | -1.4% |
| 7D | +8.2% | +11.1% | -2.9% | +6.3% |
| 30D | -6.3% | -6.9% | +0.6% | -5.3% |
| 3M | -41.2% | +5.5% | -46.7% | -41.8% |
| 6M | +20.4% | +41.0% | -20.6% | +13.5% |
| YTD | +61.7% | +69.3% | -7.6% | +47.9% |
| 1Y | +72.7% | +14.0% | +58.7% | +67.0% |
| 3Y | +530.9% | +90.1% | +440.9% | +425.3% |
| 5Y | +2,125.4% | -34.4% | +2,159.8% | +1,641.3% |
| All | +2,125.4% | -34.3% | +2,159.7% | +1,641.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling