+2,159.3%
STRL vs EXPE
+727.6%
+1,431.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.9% | +8.3% | +4.8% |
| 7D | -26.9% | -9.3% | -17.6% | -25.7% |
| 30D | -52.7% | +0.1% | -52.8% | -53.4% |
| 3M | -52.8% | -15.3% | -37.5% | -51.8% |
| 6M | -71.5% | +5.5% | -76.9% | -73.3% |
| YTD | -17.4% | -8.0% | -9.5% | -21.0% |
| 1Y | -35.0% | +18.9% | -53.8% | -42.9% |
| 3Y | +239.2% | +135.5% | +103.7% | +134.0% |
| 5Y | +830.2% | +44.3% | +785.9% | +609.8% |
| 10Y | +3,574.7% | +117.7% | +3,457.0% | +2,149.8% |
| All | +2,159.3% | +727.6% | +1,431.8% | +431.5% |
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