+31,035.4%
STRL vs HIG
+1,002.1%
+30,033.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.2% | +6.9% | +6.0% |
| 7D | +3.4% | +0.3% | +3.1% | +3.3% |
| 30D | -9.2% | -3.2% | -6.0% | -8.8% |
| 3M | -51.0% | +9.1% | -60.2% | -52.1% |
| 6M | +15.8% | -1.8% | +17.6% | +15.4% |
| YTD | +58.9% | +1.8% | +57.1% | +57.1% |
| 1Y | +68.5% | +4.6% | +64.0% | +65.7% |
| 3Y | +485.2% | +101.6% | +383.6% | +410.8% |
| 5Y | +2,005.1% | +124.5% | +1,880.6% | +1,707.9% |
| 10Y | +7,118.0% | +317.8% | +6,800.1% | +5,474.9% |
| All | +31,035.4% | +1,002.1% | +30,033.3% | +19,216.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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