+19,359.6%
STRL vs D
+2,055.0%
+17,304.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.2% | +5.9% |
| 7D | +3.4% | +1.5% | +1.9% | +2.9% |
| 30D | -9.2% | -2.6% | -6.7% | -8.5% |
| 3M | -51.0% | 0.0% | -51.1% | -51.2% |
| 6M | +15.8% | +7.4% | +8.4% | +12.1% |
| YTD | +58.9% | +15.9% | +43.0% | +50.2% |
| 1Y | +68.5% | +18.1% | +50.4% | +58.0% |
| 3Y | +485.2% | +58.4% | +426.8% | +385.1% |
| 5Y | +2,005.1% | +5.2% | +1,999.9% | +1,881.3% |
| 10Y | +7,118.0% | +35.9% | +7,082.1% | +6,032.5% |
| All | +19,359.6% | +2,055.0% | +17,304.6% | +9,735.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling