+3,667.9%
STRL vs CAPR
-65.7%
+3,733.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.9% | +3.9% | -2.9% |
| 7D | +15.7% | +5.9% | +9.8% | +15.5% |
| 30D | -35.5% | +44.6% | -80.1% | -36.1% |
| 3M | -47.1% | +126.4% | -173.5% | -48.3% |
| 6M | -65.8% | -68.6% | +2.8% | -65.5% |
| YTD | -4.5% | -67.0% | +62.5% | -4.0% |
| 1Y | -10.5% | +65.2% | -75.6% | -17.1% |
| 3Y | +340.6% | +235.6% | +105.0% | +281.9% |
| 5Y | +911.0% | +175.4% | +735.6% | +769.3% |
| All | +3,667.9% | -65.7% | +3,733.6% | +3,020.9% |
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