+3,667.9%
STRL vs COO
+41.1%
+3,626.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.3% |
| 7D | +15.7% | +0.5% | +15.2% | +15.6% |
| 30D | -35.5% | +14.2% | -49.6% | -38.6% |
| 3M | -47.1% | -18.2% | -28.9% | -44.3% |
| 6M | -65.8% | +5.3% | -71.1% | -67.5% |
| YTD | -4.5% | -23.6% | +19.0% | +2.2% |
| 1Y | -10.5% | -12.7% | +2.2% | -9.2% |
| 3Y | +340.6% | -24.2% | +364.8% | +354.1% |
| 5Y | +911.0% | -40.0% | +951.0% | +1,025.1% |
| All | +3,667.9% | +41.1% | +3,626.8% | +3,068.4% |
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