+3,988.2%
STRL vs EXEL
+445.6%
+3,542.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +3.1% | +11.9% | +14.3% |
| 7D | -13.3% | +2.3% | -15.6% | -13.6% |
| 30D | -43.3% | +19.8% | -63.2% | -45.3% |
| 3M | -46.9% | +32.7% | -79.5% | -49.9% |
| 6M | -65.6% | +49.0% | -114.6% | -68.4% |
| YTD | -5.1% | +63.7% | -68.8% | -14.5% |
| 1Y | -23.1% | +75.8% | -98.9% | -31.6% |
| 3Y | +346.8% | +241.3% | +105.5% | +240.5% |
| 5Y | +907.2% | +289.0% | +618.1% | +637.0% |
| 10Y | +3,988.2% | +377.6% | +3,610.6% | +2,959.6% |
| All | +3,988.2% | +445.6% | +3,542.6% | +2,959.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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