+2,380.0%
STRL vs CAPR
-99.1%
+2,479.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.6% | +6.8% | +3.3% |
| 7D | +10.1% | -9.5% | +19.6% | +10.2% |
| 30D | -8.2% | +121.5% | -129.7% | -9.1% |
| 3M | -43.7% | -65.4% | +21.7% | -43.4% |
| 6M | +27.1% | -67.5% | +94.6% | +27.7% |
| YTD | +64.0% | -68.6% | +132.6% | +64.8% |
| 1Y | +75.2% | +42.7% | +32.5% | +69.1% |
| 3Y | +539.9% | +43.4% | +496.6% | +508.2% |
| 5Y | +2,133.0% | +86.0% | +2,047.0% | +2,005.7% |
| 10Y | +7,178.3% | -77.4% | +7,255.7% | +6,593.6% |
| All | +2,380.0% | -99.1% | +2,479.1% | +2,360.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling