+3,988.2%
STRL vs GAP
+20.3%
+3,967.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +3.5% | +11.5% | +14.0% |
| 7D | -13.3% | 0.0% | -13.4% | -13.8% |
| 30D | -43.3% | -4.3% | -39.0% | -42.9% |
| 3M | -46.9% | +9.4% | -56.3% | -49.0% |
| 6M | -65.6% | -3.3% | -62.3% | -66.2% |
| YTD | -5.1% | -10.5% | +5.5% | -5.5% |
| 1Y | -23.1% | -2.4% | -20.7% | -25.7% |
| 3Y | +346.8% | +80.1% | +266.7% | +225.5% |
| 5Y | +907.2% | +6.5% | +900.7% | +708.4% |
| 10Y | +3,988.2% | +14.6% | +3,973.6% | +2,612.1% |
| All | +3,988.2% | +20.3% | +3,967.9% | +2,612.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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