+2,022.6%
STRL vs EXPE
+111.8%
+1,910.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.7% | +7.4% | +6.1% |
| 7D | +3.4% | -9.5% | +12.9% | +5.6% |
| 30D | -9.2% | -6.6% | -2.6% | -8.2% |
| 3M | -51.0% | +31.4% | -82.4% | -55.2% |
| 6M | +15.8% | +35.2% | -19.4% | +4.0% |
| YTD | +58.9% | +5.8% | +53.1% | +51.1% |
| 1Y | +68.5% | +38.7% | +29.9% | +46.1% |
| 3Y | +485.2% | +175.8% | +309.4% | +302.1% |
| All | +2,022.6% | +111.8% | +1,910.8% | +1,473.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling