+3,988.2%
STRL vs D
+42.1%
+3,946.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | -0.5% | +15.5% | +15.1% |
| 7D | -13.3% | +0.8% | -14.1% | -13.8% |
| 30D | -43.3% | +10.7% | -54.0% | -45.3% |
| 3M | -46.9% | +2.3% | -49.2% | -47.5% |
| 6M | -65.6% | +12.5% | -78.1% | -67.3% |
| YTD | -5.1% | +20.1% | -25.2% | -11.6% |
| 1Y | -23.1% | +15.6% | -38.6% | -27.6% |
| 3Y | +346.8% | +75.2% | +271.7% | +252.0% |
| 5Y | +907.2% | +14.6% | +892.6% | +827.7% |
| 10Y | +3,988.2% | +43.8% | +3,944.4% | +3,501.0% |
| All | +3,988.2% | +42.1% | +3,946.0% | +3,501.0% |
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