+10,012.8%
STRL vs GAP
+791.7%
+9,221.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.1% | +7.6% | +4.3% |
| 7D | -26.9% | -3.8% | -23.1% | -26.7% |
| 30D | -52.7% | -9.0% | -43.6% | -52.0% |
| 3M | -52.8% | +5.5% | -58.3% | -53.8% |
| 6M | -71.5% | -11.1% | -60.4% | -71.3% |
| YTD | -17.4% | -13.6% | -3.9% | -17.1% |
| 1Y | -35.0% | -2.9% | -32.1% | -36.3% |
| 3Y | +239.2% | +69.6% | +169.6% | +185.6% |
| 5Y | +830.2% | +5.4% | +824.8% | +717.4% |
| 10Y | +3,574.7% | +17.8% | +3,556.9% | +2,835.9% |
| All | +10,012.8% | +791.7% | +9,221.1% | +8,348.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling