+3,988.2%
STRL vs FIVE
+596.6%
+3,391.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +5.6% | +9.4% | +13.2% |
| 7D | -13.3% | +6.2% | -19.5% | -15.2% |
| 30D | -43.3% | +18.2% | -61.5% | -46.5% |
| 3M | -46.9% | +3.8% | -50.7% | -48.0% |
| 6M | -65.6% | +13.7% | -79.3% | -67.6% |
| YTD | -5.1% | +34.7% | -39.8% | -15.4% |
| 1Y | -23.1% | +66.6% | -89.7% | -36.0% |
| 3Y | +346.8% | +44.3% | +302.6% | +264.0% |
| 5Y | +907.2% | +18.8% | +888.4% | +740.2% |
| 10Y | +3,988.2% | +569.2% | +3,419.0% | +2,195.8% |
| All | +3,988.2% | +596.6% | +3,391.6% | +2,195.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling