+3,667.8%
STRL vs EXPD
+304.0%
+3,363.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.7% | +4.9% |
| 7D | -26.9% | -7.2% | -19.8% | -22.9% |
| 30D | -52.7% | -3.3% | -49.4% | -51.3% |
| 3M | -52.8% | +3.4% | -56.2% | -53.5% |
| 6M | -71.5% | +22.7% | -94.2% | -75.0% |
| YTD | -17.4% | +24.5% | -42.0% | -29.1% |
| 1Y | -35.0% | +38.6% | -73.6% | -47.6% |
| 3Y | +239.2% | +71.5% | +167.7% | +129.2% |
| 5Y | +830.2% | +56.2% | +773.9% | +546.1% |
| All | +3,667.8% | +304.0% | +3,363.8% | +1,266.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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