+7,161.0%
STRL vs D
+35.0%
+7,126.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.2% | +5.9% |
| 7D | +3.4% | +1.5% | +1.9% | +3.0% |
| 30D | -9.2% | -2.6% | -6.7% | -8.6% |
| 3M | -51.0% | 0.0% | -51.1% | -51.2% |
| 6M | +15.8% | +7.4% | +8.4% | +12.3% |
| YTD | +58.9% | +15.9% | +43.0% | +50.4% |
| 1Y | +68.5% | +18.1% | +50.4% | +58.3% |
| 3Y | +485.2% | +58.4% | +426.8% | +380.6% |
| 5Y | +2,005.1% | +5.2% | +1,999.9% | +1,908.7% |
| All | +7,161.0% | +35.0% | +7,126.0% | +6,606.2% |
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