+2,022.6%
STRL vs D
+4.5%
+2,018.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.4% | +7.2% | +5.9% |
| 7D | +3.4% | +0.4% | +3.0% | +3.3% |
| 30D | -9.2% | -3.6% | -5.7% | -8.9% |
| 3M | -51.0% | -1.0% | -50.1% | -51.1% |
| 6M | +15.8% | +6.3% | +9.5% | +14.3% |
| YTD | +58.9% | +14.7% | +44.2% | +55.1% |
| 1Y | +68.5% | +16.9% | +51.6% | +64.0% |
| 3Y | +485.2% | +56.8% | +428.4% | +423.6% |
| All | +2,022.6% | +4.5% | +2,018.0% | +1,998.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling