+2,427.2%
STRL vs GNRC
+2,087.1%
+340.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.4% | +3.4% | +4.9% |
| 7D | +3.4% | +1.9% | +1.5% | +2.7% |
| 30D | -9.2% | -13.8% | +4.6% | -4.3% |
| 3M | -51.0% | -32.6% | -18.4% | -43.6% |
| 6M | +15.8% | -15.2% | +31.0% | +23.7% |
| YTD | +58.9% | +37.4% | +21.5% | +44.0% |
| 1Y | +68.5% | +5.1% | +63.4% | +66.5% |
| 3Y | +485.2% | +57.5% | +427.7% | +398.2% |
| 5Y | +2,005.1% | -58.7% | +2,063.8% | +2,390.8% |
| 10Y | +7,118.0% | +395.5% | +6,722.4% | +3,451.6% |
| All | +2,427.2% | +2,087.1% | +340.1% | +545.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling