-25.9%
STRL vs FIVE
+63.3%
-89.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +6.7% | -28.2% | -22.4% |
| 7D | -27.1% | +7.5% | -34.5% | -28.1% |
| 30D | -45.8% | +16.7% | -62.5% | -47.7% |
| 3M | -47.6% | +13.4% | -61.0% | -49.3% |
| 6M | -46.4% | +9.0% | -55.5% | -47.2% |
| YTD | -7.4% | +33.8% | -41.2% | -20.1% |
| 1Y | -25.9% | +61.2% | -87.0% | -45.7% |
| All | -25.9% | +63.3% | -89.1% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling