+2,119.0%
STRL vs GNRC
-60.2%
+2,179.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -1.1% |
| 7D | +5.4% | -0.7% | +6.1% | +5.7% |
| 30D | -9.0% | -15.8% | +6.8% | -3.0% |
| 3M | -37.1% | -24.0% | -13.0% | -30.2% |
| 6M | +17.8% | -13.8% | +31.6% | +26.3% |
| YTD | +58.3% | +33.2% | +25.1% | +47.7% |
| 1Y | +61.0% | -1.8% | +62.8% | +64.5% |
| 3Y | +517.8% | +57.7% | +460.1% | +447.3% |
| 5Y | +2,119.0% | -59.7% | +2,178.8% | +2,264.4% |
| All | +2,119.0% | -60.2% | +2,179.2% | +2,264.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 5y: compounded portfolio wealth divided by compounded GNRC 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…
5y analysis · Full analysis span regression · 6 months rolling