+3,877.1%
STRL vs CAPR
-59.1%
+3,936.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +26.5% | -21.6% | +4.4% |
| 7D | +7.1% | +25.8% | -18.7% | +6.6% |
| 30D | -39.4% | +50.2% | -89.6% | -40.0% |
| 3M | -43.0% | +185.5% | -228.5% | -44.5% |
| 6M | -65.0% | -64.8% | -0.2% | -64.8% |
| YTD | -0.8% | -61.1% | +60.3% | -0.5% |
| 1Y | -20.3% | +81.0% | -101.3% | -26.3% |
| 3Y | +356.5% | +300.7% | +55.8% | +294.0% |
| 5Y | +952.8% | +223.3% | +729.5% | +801.9% |
| 10Y | +3,877.1% | -58.8% | +3,935.8% | +3,155.2% |
| All | +3,877.1% | -59.1% | +3,936.1% | +3,155.2% |
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