+1,235.1%
STRL vs EXE
+165.2%
+1,069.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.3% |
| 7D | +15.7% | +5.3% | +10.3% | +13.8% |
| 30D | -35.5% | -2.2% | -33.3% | -34.9% |
| 3M | -47.1% | -5.9% | -41.3% | -46.2% |
| 6M | -65.8% | -5.7% | -60.1% | -65.3% |
| YTD | -4.5% | -17.8% | +13.3% | +0.3% |
| 1Y | -10.5% | -23.1% | +12.7% | -4.0% |
| 3Y | +340.6% | +21.2% | +319.4% | +304.5% |
| 5Y | +911.0% | +78.8% | +832.2% | +683.8% |
| All | +1,235.1% | +165.2% | +1,069.9% | +806.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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