+7,282.2%
STRL vs EXPE
+176.0%
+7,106.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.7% | +7.4% | +6.2% |
| 7D | +3.4% | -9.5% | +12.9% | +6.4% |
| 30D | -9.2% | -6.6% | -2.6% | -7.9% |
| 3M | -51.0% | +31.4% | -82.4% | -56.2% |
| 6M | +15.8% | +35.2% | -19.4% | +1.4% |
| YTD | +58.9% | +5.8% | +53.1% | +48.7% |
| 1Y | +68.5% | +38.7% | +29.9% | +41.9% |
| 3Y | +485.2% | +175.8% | +309.4% | +273.4% |
| 5Y | +2,005.1% | +111.8% | +1,893.3% | +1,282.7% |
| All | +7,282.2% | +176.0% | +7,106.2% | +3,510.9% |
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