+937.9%
STRL vs EXEL
+281.2%
+656.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.8% |
| 7D | +15.7% | -0.8% | +16.5% | +16.0% |
| 30D | -35.5% | +13.1% | -48.6% | -37.1% |
| 3M | -47.1% | +36.3% | -83.5% | -50.9% |
| 6M | -65.8% | +34.5% | -100.3% | -68.3% |
| YTD | -4.5% | +57.4% | -61.9% | -14.8% |
| 1Y | -10.5% | +62.9% | -73.4% | -20.8% |
| 3Y | +340.6% | +229.5% | +111.1% | +218.7% |
| All | +937.9% | +281.2% | +656.7% | +593.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling