+7,282.2%
STRL vs GEN
+158.5%
+7,123.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.2% | +7.9% | +6.2% |
| 7D | +3.4% | -1.2% | +4.6% | +3.6% |
| 30D | -9.2% | +10.1% | -19.4% | -11.1% |
| 3M | -51.0% | +16.1% | -67.1% | -52.8% |
| 6M | +15.8% | +38.9% | -23.1% | +6.2% |
| YTD | +58.9% | +14.4% | +44.4% | +52.0% |
| 1Y | +68.5% | +5.9% | +62.7% | +64.1% |
| 3Y | +485.2% | +58.8% | +426.4% | +417.7% |
| 5Y | +2,005.1% | +24.7% | +1,980.4% | +1,821.9% |
| All | +7,282.2% | +158.5% | +7,123.8% | +5,901.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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