+1,227.3%
STRL vs EXE
+155.8%
+1,071.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +1.6% | +13.4% | +14.5% |
| 7D | -13.3% | -3.9% | -9.4% | -11.9% |
| 30D | -43.3% | -2.6% | -40.8% | -42.7% |
| 3M | -46.9% | -6.9% | -40.0% | -45.8% |
| 6M | -65.6% | -9.3% | -56.3% | -64.7% |
| YTD | -5.1% | -20.7% | +15.7% | +0.8% |
| 1Y | -23.1% | -21.8% | -1.2% | -18.1% |
| 3Y | +346.8% | +16.2% | +330.6% | +315.5% |
| 5Y | +907.2% | +61.1% | +846.1% | +711.2% |
| All | +1,227.3% | +155.8% | +1,071.5% | +811.2% |
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