+3,667.8%
STRL vs EXPE
+115.0%
+3,552.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.9% | +8.3% | +4.8% |
| 7D | -26.9% | -9.3% | -17.6% | -25.7% |
| 30D | -52.7% | +0.1% | -52.8% | -53.4% |
| 3M | -52.8% | -15.3% | -37.5% | -51.8% |
| 6M | -71.5% | +5.5% | -76.9% | -73.4% |
| YTD | -17.4% | -8.0% | -9.5% | -21.2% |
| 1Y | -35.0% | +18.9% | -53.8% | -43.6% |
| 3Y | +239.2% | +135.5% | +103.7% | +123.7% |
| 5Y | +830.2% | +44.3% | +785.9% | +589.4% |
| All | +3,667.8% | +115.0% | +3,552.8% | +1,863.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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