+7,282.2%
STRL vs COO
+48.2%
+7,234.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.5% | +7.2% | +6.2% |
| 7D | +3.4% | -2.2% | +5.6% | +4.1% |
| 30D | -9.2% | -7.0% | -2.2% | -7.2% |
| 3M | -51.0% | +12.2% | -63.3% | -53.8% |
| 6M | +15.8% | -15.1% | +30.9% | +21.3% |
| YTD | +58.9% | -15.1% | +74.0% | +66.2% |
| 1Y | +68.5% | +2.3% | +66.2% | +63.6% |
| 3Y | +485.2% | -23.7% | +508.9% | +513.7% |
| 5Y | +2,005.1% | -38.9% | +2,044.0% | +2,268.6% |
| All | +7,282.2% | +48.2% | +7,234.0% | +6,441.9% |
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