+3,877.5%
STRL vs COO
+38.3%
+3,839.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -19.8% | +4.5% | -24.3% | -21.2% |
| 30D | -43.6% | +16.9% | -60.5% | -46.7% |
| 3M | -45.2% | -16.7% | -28.5% | -42.6% |
| 6M | -65.7% | +5.9% | -71.7% | -67.5% |
| YTD | -5.4% | -22.4% | +17.0% | +0.7% |
| 1Y | -24.7% | -10.1% | -14.6% | -24.3% |
| 3Y | +335.0% | -22.8% | +357.8% | +345.8% |
| 5Y | +915.3% | -41.4% | +956.7% | +1,040.9% |
| 10Y | +3,877.5% | +41.3% | +3,836.2% | +3,456.4% |
| All | +3,877.5% | +38.3% | +3,839.1% | +3,456.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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