+6,906.6%
STRL vs DTE
+141.0%
+6,765.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.6% |
| 7D | +5.4% | -2.0% | +7.4% | +6.3% |
| 30D | -9.0% | -2.4% | -6.6% | -8.0% |
| 3M | -37.1% | -7.3% | -29.8% | -35.3% |
| 6M | +17.8% | -7.6% | +25.5% | +20.5% |
| YTD | +58.3% | +5.8% | +52.5% | +52.0% |
| 1Y | +61.0% | +2.3% | +58.7% | +57.0% |
| 3Y | +517.8% | +45.0% | +472.8% | +395.2% |
| 5Y | +2,119.0% | +33.2% | +2,085.8% | +1,730.8% |
| All | +6,906.6% | +141.0% | +6,765.7% | +4,644.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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