+239.2%
STRL vs EXPE
+131.0%
+108.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.9% | +8.3% | +3.9% |
| 7D | -26.9% | -9.3% | -17.6% | -26.2% |
| 30D | -52.7% | +0.1% | -52.8% | -52.9% |
| 3M | -52.8% | -15.3% | -37.5% | -52.3% |
| 6M | -71.5% | +5.5% | -76.9% | -72.8% |
| YTD | -17.4% | -8.0% | -9.5% | -19.4% |
| 1Y | -35.0% | +18.9% | -53.8% | -41.5% |
| 3Y | +239.2% | +135.5% | +103.7% | +197.1% |
| All | +239.2% | +131.0% | +108.3% | +197.1% |
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