+2,487.7%
STRL vs EXPE
+710.1%
+1,777.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.2% |
| 7D | -19.8% | -11.2% | -8.6% | -17.8% |
| 30D | -43.6% | -7.5% | -36.1% | -43.2% |
| 3M | -45.2% | -19.1% | -26.1% | -43.3% |
| 6M | -65.7% | +10.7% | -76.5% | -68.2% |
| YTD | -5.4% | -9.9% | +4.5% | -9.0% |
| 1Y | -24.7% | -4.6% | -20.1% | -28.8% |
| 3Y | +335.0% | +116.8% | +218.2% | +208.9% |
| 5Y | +915.3% | +38.6% | +876.7% | +683.6% |
| 10Y | +3,877.5% | +115.9% | +3,761.6% | +2,342.1% |
| All | +2,487.7% | +710.1% | +1,777.6% | +512.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling