+4,480.9%
STRL vs FIVE
+868.1%
+3,612.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.1% | +0.7% | +4.4% |
| 7D | +3.4% | +4.3% | -0.9% | +2.3% |
| 30D | -9.2% | +12.5% | -21.8% | -12.3% |
| 3M | -51.0% | +31.2% | -82.3% | -54.8% |
| 6M | +15.8% | +14.4% | +1.4% | +10.4% |
| YTD | +58.9% | +33.9% | +25.0% | +45.0% |
| 1Y | +68.5% | +65.1% | +3.5% | +45.4% |
| 3Y | +485.2% | +49.0% | +436.2% | +387.7% |
| 5Y | +2,005.1% | +30.3% | +1,974.8% | +1,659.0% |
| 10Y | +7,118.0% | +481.1% | +6,636.8% | +4,204.3% |
| All | +4,480.9% | +868.1% | +3,612.7% | +2,316.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling