+3,667.9%
STRL vs DGX
+279.6%
+3,388.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.0% | -3.0% |
| 7D | +15.7% | +1.6% | +14.1% | +15.2% |
| 30D | -35.5% | +11.2% | -46.7% | -37.5% |
| 3M | -47.1% | +10.4% | -57.5% | -48.9% |
| 6M | -65.8% | +37.1% | -102.9% | -69.3% |
| YTD | -4.5% | +52.1% | -56.6% | -18.0% |
| 1Y | -10.5% | +40.7% | -51.2% | -21.0% |
| 3Y | +340.6% | +107.6% | +233.0% | +222.5% |
| 5Y | +911.0% | +90.6% | +820.4% | +652.7% |
| All | +3,667.9% | +279.6% | +3,388.3% | +1,977.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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