+2,200.8%
STRL vs FIVE
+826.1%
+1,374.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -4.3% | -9.6% | -12.7% |
| 7D | -34.6% | -1.7% | -32.9% | -34.6% |
| 30D | -56.7% | +14.9% | -71.6% | -58.5% |
| 3M | -54.4% | +7.6% | -62.0% | -55.7% |
| 6M | -69.7% | +6.4% | -76.1% | -70.7% |
| YTD | -20.2% | +28.1% | -48.3% | -26.8% |
| 1Y | -40.6% | +54.7% | -95.3% | -48.2% |
| 3Y | +221.7% | +36.1% | +185.6% | +173.0% |
| 5Y | +799.0% | +14.9% | +784.1% | +672.3% |
| 10Y | +3,451.5% | +578.8% | +2,872.6% | +1,979.2% |
| All | +2,200.8% | +826.1% | +1,374.6% | +1,119.4% |
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