+2,022.6%
STRL vs COO
-38.8%
+2,061.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.5% | +7.2% | +6.1% |
| 7D | +3.4% | -2.2% | +5.6% | +4.0% |
| 30D | -9.2% | -7.0% | -2.2% | -7.6% |
| 3M | -51.0% | +12.2% | -63.3% | -53.4% |
| 6M | +15.8% | -15.1% | +30.9% | +20.9% |
| YTD | +58.9% | -15.1% | +74.0% | +65.8% |
| 1Y | +68.5% | +2.3% | +66.2% | +64.5% |
| 3Y | +485.2% | -23.7% | +508.9% | +511.6% |
| All | +2,022.6% | -38.8% | +2,061.3% | +2,087.1% |
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