+2,002.4%
STRL vs COMP
-47.7%
+2,050.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.5% | +5.2% | +5.7% |
| 7D | +3.4% | +1.4% | +2.0% | +3.2% |
| 30D | -9.2% | -13.3% | +4.1% | -7.7% |
| 3M | -51.0% | +41.1% | -92.2% | -53.6% |
| 6M | +15.8% | +17.2% | -1.4% | +11.6% |
| YTD | +58.9% | +5.2% | +53.7% | +54.4% |
| 1Y | +68.5% | +18.9% | +49.6% | +60.8% |
| 3Y | +485.2% | +215.9% | +269.3% | +384.0% |
| 5Y | +2,005.1% | -31.2% | +2,036.3% | +1,878.7% |
| All | +2,002.4% | -47.7% | +2,050.0% | +1,953.0% |
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