+539.9%
STRL vs DTE
+48.7%
+491.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.4% | +3.2% |
| 7D | +10.1% | +0.9% | +9.2% | +10.1% |
| 30D | -8.2% | -1.9% | -6.3% | -8.2% |
| 3M | -43.7% | -3.3% | -40.4% | -43.9% |
| 6M | +27.1% | -7.1% | +34.2% | +27.1% |
| YTD | +64.0% | +8.1% | +55.9% | +60.1% |
| 1Y | +75.2% | +5.3% | +69.9% | +72.1% |
| 3Y | +539.9% | +48.2% | +491.7% | +492.1% |
| All | +539.9% | +48.7% | +491.2% | +492.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling