+504.0%
STRL vs EXPE
+176.2%
+327.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.7% | +7.4% | +6.0% |
| 7D | +3.4% | -9.5% | +12.9% | +4.9% |
| 30D | -9.2% | -6.6% | -2.6% | -8.6% |
| 3M | -51.0% | +31.4% | -82.4% | -54.5% |
| 6M | +15.8% | +35.2% | -19.4% | +5.7% |
| YTD | +58.9% | +5.8% | +53.1% | +53.1% |
| 1Y | +68.5% | +38.7% | +29.9% | +48.2% |
| All | +504.0% | +176.2% | +327.8% | +374.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling