+3,667.9%
STRL vs FIVE
+504.2%
+3,163.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | +15.7% | +2.7% | +13.0% | +14.9% |
| 30D | -35.5% | +12.7% | -48.1% | -38.1% |
| 3M | -47.1% | +2.1% | -49.2% | -48.0% |
| 6M | -65.8% | +17.5% | -83.2% | -68.1% |
| YTD | -4.5% | +31.0% | -35.5% | -14.2% |
| 1Y | -10.5% | +67.7% | -78.2% | -25.8% |
| 3Y | +340.6% | +43.4% | +297.2% | +259.5% |
| 5Y | +911.0% | +18.1% | +893.0% | +744.5% |
| All | +3,667.9% | +504.2% | +3,163.7% | +2,030.5% |
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