+1,106.6%
STRL vs CAPR
-99.1%
+1,205.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -3.6% | -10.3% | -13.8% |
| 7D | -34.6% | +29.7% | -64.3% | -34.8% |
| 30D | -56.7% | +11.0% | -67.6% | -56.7% |
| 3M | -54.4% | +118.8% | -173.2% | -54.9% |
| 6M | -69.7% | -73.9% | +4.2% | -69.5% |
| YTD | -20.2% | -70.2% | +50.0% | -19.9% |
| 1Y | -40.6% | +38.3% | -78.8% | -42.6% |
| 3Y | +221.7% | +199.7% | +22.0% | +203.1% |
| 5Y | +799.0% | +130.6% | +668.4% | +745.7% |
| 10Y | +3,451.5% | -68.5% | +3,520.0% | +3,170.5% |
| All | +1,106.6% | -99.1% | +1,205.8% | +1,096.6% |
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