+3,877.5%
STRL vs FIVE
+562.8%
+3,314.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -19.8% | +7.3% | -27.2% | -21.8% |
| 30D | -43.6% | +18.1% | -61.6% | -46.6% |
| 3M | -45.2% | +7.7% | -52.9% | -47.0% |
| 6M | -65.7% | +13.6% | -79.3% | -67.7% |
| YTD | -5.4% | +34.6% | -40.0% | -15.7% |
| 1Y | -24.7% | +66.2% | -90.9% | -37.3% |
| 3Y | +335.0% | +43.5% | +291.6% | +255.1% |
| 5Y | +915.3% | +20.7% | +894.6% | +742.4% |
| 10Y | +3,877.5% | +541.5% | +3,336.0% | +2,126.5% |
| All | +3,877.5% | +562.8% | +3,314.7% | +2,126.5% |
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