+227.8%
STRL vs FIVE
+35.4%
+192.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -4.3% | -9.6% | -12.8% |
| 7D | -34.6% | -1.7% | -32.9% | -34.5% |
| 30D | -56.7% | +14.9% | -71.6% | -58.4% |
| 3M | -54.4% | +7.6% | -62.0% | -55.6% |
| 6M | -69.7% | +6.4% | -76.1% | -70.6% |
| YTD | -20.2% | +28.1% | -48.3% | -26.5% |
| 1Y | -40.6% | +54.7% | -95.3% | -47.9% |
| All | +227.8% | +35.4% | +192.5% | +180.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling