+7,282.2%
STRL vs CAPR
-75.3%
+7,357.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.3% | +4.5% | +5.7% |
| 7D | +3.4% | -2.0% | +5.4% | +3.4% |
| 30D | -9.2% | +139.2% | -148.4% | -11.2% |
| 3M | -51.0% | -66.4% | +15.3% | -50.6% |
| 6M | +15.8% | -63.1% | +78.9% | +16.6% |
| YTD | +58.9% | -67.4% | +126.3% | +60.2% |
| 1Y | +68.5% | +58.2% | +10.3% | +56.2% |
| 3Y | +485.2% | +42.2% | +443.0% | +421.2% |
| 5Y | +2,005.1% | +87.3% | +1,917.9% | +1,729.8% |
| All | +7,282.2% | -75.3% | +7,357.5% | +6,208.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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