+992.6%
STRL vs COMP
-52.0%
+1,044.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.7% | -7.3% | +2.1% |
| 7D | -26.9% | +13.4% | -40.4% | -28.3% |
| 30D | -52.7% | +11.1% | -63.8% | -53.5% |
| 3M | -52.8% | -18.8% | -34.0% | -51.9% |
| 6M | -71.5% | +10.5% | -82.0% | -72.3% |
| YTD | -17.4% | -3.4% | -14.0% | -19.3% |
| 1Y | -35.0% | +19.7% | -54.6% | -38.0% |
| 3Y | +239.2% | +381.6% | -142.4% | +170.6% |
| 5Y | +830.2% | -17.6% | +847.8% | +750.5% |
| All | +992.6% | -52.0% | +1,044.5% | +973.5% |
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