+2,121.4%
STRL vs EXE
+191.4%
+1,930.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.2% | +6.9% | +6.1% |
| 7D | +3.4% | -0.3% | +3.6% | +3.4% |
| 30D | -9.2% | +8.5% | -17.7% | -11.7% |
| 3M | -51.0% | +5.5% | -56.5% | -51.9% |
| 6M | +15.8% | -5.9% | +21.7% | +17.2% |
| YTD | +58.9% | -9.7% | +68.6% | +62.1% |
| 1Y | +68.5% | +3.6% | +64.9% | +62.7% |
| 3Y | +485.2% | +18.0% | +467.2% | +440.8% |
| 5Y | +2,005.1% | +109.4% | +1,895.7% | +1,424.0% |
| All | +2,121.4% | +191.4% | +1,930.0% | +1,364.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling