+3,988.2%
STRL vs EXPE
+119.8%
+3,868.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | 0.0% | +15.0% | +15.0% |
| 7D | -13.3% | -13.3% | 0.0% | -10.7% |
| 30D | -43.3% | -5.5% | -37.8% | -43.3% |
| 3M | -46.9% | -16.5% | -30.4% | -45.5% |
| 6M | -65.6% | +13.1% | -78.7% | -68.5% |
| YTD | -5.1% | -8.0% | +2.9% | -9.4% |
| 1Y | -23.1% | +1.1% | -24.2% | -28.9% |
| 3Y | +346.8% | +131.2% | +215.7% | +197.6% |
| 5Y | +907.2% | +39.8% | +867.4% | +654.4% |
| 10Y | +3,988.2% | +118.5% | +3,869.7% | +1,999.2% |
| All | +3,988.2% | +119.8% | +3,868.4% | +1,999.2% |
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