+3,667.8%
STRL vs FIVE
+563.4%
+3,104.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.6% |
| 7D | -26.9% | -0.3% | -26.6% | -27.2% |
| 30D | -52.7% | +17.7% | -70.3% | -55.3% |
| 3M | -52.8% | +4.0% | -56.8% | -53.9% |
| 6M | -71.5% | +2.6% | -74.1% | -72.3% |
| YTD | -17.4% | +27.6% | -45.0% | -25.3% |
| 1Y | -35.0% | +59.9% | -94.9% | -45.3% |
| 3Y | +239.2% | +35.8% | +203.4% | +180.9% |
| 5Y | +830.2% | +14.4% | +815.7% | +683.0% |
| All | +3,667.8% | +563.4% | +3,104.4% | +2,062.3% |
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