+7,161.0%
STRL vs CASY
+505.6%
+6,655.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.3% | +6.1% | +5.9% |
| 7D | +3.4% | +0.1% | +3.3% | +3.3% |
| 30D | -9.2% | -11.3% | +2.1% | -4.6% |
| 3M | -51.0% | -0.6% | -50.4% | -52.5% |
| 6M | +15.8% | +10.7% | +5.1% | +7.3% |
| YTD | +58.9% | +37.1% | +21.7% | +32.9% |
| 1Y | +68.5% | +52.3% | +16.2% | +32.7% |
| 3Y | +485.2% | +215.2% | +270.0% | +212.9% |
| 5Y | +2,005.1% | +276.5% | +1,728.6% | +909.9% |
| All | +7,161.0% | +505.6% | +6,655.5% | +2,676.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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