+937.9%
STRL vs EXPE
+46.0%
+892.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.8% |
| 7D | +15.7% | -0.5% | +16.1% | +15.8% |
| 30D | -35.5% | -6.1% | -29.4% | -35.3% |
| 3M | -47.1% | -21.3% | -25.8% | -45.3% |
| 6M | -65.8% | +19.0% | -84.8% | -68.6% |
| YTD | -4.5% | -8.4% | +3.9% | -7.7% |
| 1Y | -10.5% | -2.8% | -7.7% | -15.2% |
| 3Y | +340.6% | +120.8% | +219.9% | +213.0% |
| All | +937.9% | +46.0% | +892.0% | +708.2% |
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 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