+3,877.5%
STRL vs CAPR
-68.2%
+3,945.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.9% | +9.6% | -0.2% |
| 7D | -19.8% | +7.6% | -27.5% | -20.0% |
| 30D | -43.6% | +13.3% | -56.8% | -43.8% |
| 3M | -45.2% | +130.4% | -175.6% | -46.4% |
| 6M | -65.7% | -70.8% | +5.1% | -65.4% |
| YTD | -5.4% | -69.3% | +63.8% | -4.7% |
| 1Y | -24.7% | +59.5% | -84.2% | -30.2% |
| 3Y | +335.0% | +216.8% | +118.3% | +277.7% |
| 5Y | +915.3% | +152.7% | +762.6% | +775.1% |
| 10Y | +3,877.5% | -68.2% | +3,945.7% | +3,187.0% |
| All | +3,877.5% | -68.2% | +3,945.7% | +3,187.0% |
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