+3,667.8%
STRL vs D
+42.6%
+3,625.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +3.8% |
| 7D | -26.9% | +3.0% | -29.9% | -27.7% |
| 30D | -52.7% | +11.5% | -64.2% | -54.3% |
| 3M | -52.8% | +3.7% | -56.6% | -53.5% |
| 6M | -71.5% | +13.5% | -85.0% | -72.9% |
| YTD | -17.4% | +20.7% | -38.2% | -23.1% |
| 1Y | -35.0% | +18.2% | -53.2% | -39.1% |
| 3Y | +239.2% | +73.3% | +165.9% | +169.7% |
| 5Y | +830.2% | +12.3% | +817.9% | +765.9% |
| All | +3,667.8% | +42.6% | +3,625.2% | +3,351.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling