+955.9%
STRL vs COMP
-56.6%
+1,012.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -8.2% | -5.7% | -12.8% |
| 7D | -34.6% | -1.8% | -32.8% | -34.6% |
| 30D | -56.7% | -0.8% | -55.9% | -56.8% |
| 3M | -54.4% | -28.1% | -26.3% | -52.7% |
| 6M | -69.7% | +27.0% | -96.7% | -71.1% |
| YTD | -20.2% | -12.8% | -7.4% | -20.9% |
| 1Y | -40.6% | +4.9% | -45.5% | -42.4% |
| 3Y | +221.7% | +321.0% | -99.3% | +160.8% |
| 5Y | +799.0% | -25.6% | +824.6% | +733.0% |
| All | +955.9% | -56.6% | +1,012.5% | +951.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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