+952.8%
STRL vs COO
-41.3%
+994.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +5.9% | +5.1% |
| 7D | +7.1% | -2.3% | +9.4% | +7.7% |
| 30D | -39.4% | +13.3% | -52.7% | -41.5% |
| 3M | -43.0% | -18.1% | -24.9% | -40.4% |
| 6M | -65.0% | +6.7% | -71.7% | -66.7% |
| YTD | -0.8% | -23.2% | +22.4% | +5.6% |
| 1Y | -20.3% | -12.3% | -8.0% | -19.1% |
| 3Y | +356.5% | -23.6% | +380.1% | +365.7% |
| 5Y | +952.8% | -38.7% | +991.6% | +1,074.5% |
| All | +952.8% | -41.3% | +994.2% | +1,074.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling