+784.6%
STRL vs EXE
+61.0%
+723.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.3% | +3.7% |
| 7D | -26.9% | -6.6% | -20.3% | -25.2% |
| 30D | -52.7% | -4.0% | -48.7% | -52.0% |
| 3M | -52.8% | -7.5% | -45.4% | -51.9% |
| 6M | -71.5% | -11.7% | -59.8% | -70.6% |
| YTD | -17.4% | -22.0% | +4.6% | -12.2% |
| 1Y | -35.0% | -21.8% | -13.2% | -31.1% |
| 3Y | +239.2% | +8.0% | +231.2% | +223.9% |
| All | +784.6% | +61.0% | +723.6% | +655.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling