+3,667.8%
STRL vs COO
+41.2%
+3,626.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +4.0% |
| 7D | -26.9% | +4.7% | -31.6% | -28.3% |
| 30D | -52.7% | +13.9% | -66.6% | -55.0% |
| 3M | -52.8% | -14.9% | -37.9% | -51.0% |
| 6M | -71.5% | +2.0% | -73.5% | -72.7% |
| YTD | -17.4% | -23.9% | +6.5% | -11.7% |
| 1Y | -35.0% | -9.6% | -25.3% | -34.9% |
| 3Y | +239.2% | -25.4% | +264.7% | +251.6% |
| 5Y | +830.2% | -41.2% | +871.3% | +940.0% |
| All | +3,667.8% | +41.2% | +3,626.6% | +3,383.0% |
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