+2,043.1%
STRL vs AUR
-36.6%
+2,079.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.3% | +5.4% | +5.7% |
| 7D | +3.4% | +8.7% | -5.4% | +1.9% |
| 30D | -9.2% | -5.2% | -4.0% | -8.5% |
| 3M | -51.0% | -7.3% | -43.7% | -50.5% |
| 6M | +15.8% | +41.2% | -25.4% | +9.2% |
| YTD | +58.9% | +65.1% | -6.2% | +45.9% |
| 1Y | +68.5% | +13.4% | +55.1% | +63.1% |
| 3Y | +485.2% | +98.1% | +387.1% | +384.9% |
| 5Y | +2,005.1% | -36.0% | +2,041.1% | +1,610.1% |
| All | +2,043.1% | -36.6% | +2,079.7% | +1,634.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling