+526.2%
STRL vs DHI
+19.0%
+507.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.4% |
| 7D | +5.4% | -6.1% | +11.5% | +7.1% |
| 30D | -9.0% | -10.1% | +1.1% | -6.5% |
| 3M | -37.1% | -7.3% | -29.7% | -36.3% |
| 6M | +17.8% | -6.1% | +23.9% | +18.9% |
| YTD | +58.3% | -5.0% | +63.4% | +58.8% |
| 1Y | +61.0% | -22.1% | +83.1% | +69.0% |
| All | +526.2% | +19.0% | +507.2% | +466.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 3y: compounded portfolio wealth divided by compounded DHI 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…
3y analysis · Full analysis span regression · 6 months rolling