+19,706.0%
STRL vs IDXX
+59,844.7%
-40,138.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.3% |
| 7D | +8.2% | -4.4% | +12.6% | +8.8% |
| 30D | -6.3% | -13.5% | +7.2% | -4.8% |
| 3M | -41.2% | -11.0% | -30.2% | -40.7% |
| 6M | +20.4% | -15.6% | +36.0% | +22.2% |
| YTD | +61.7% | -23.9% | +85.5% | +66.0% |
| 1Y | +72.7% | -21.4% | +94.1% | +76.7% |
| 3Y | +530.9% | +10.6% | +520.3% | +516.4% |
| 5Y | +2,125.4% | -23.9% | +2,149.3% | +2,133.5% |
| 10Y | +7,301.3% | +368.4% | +6,932.9% | +6,261.0% |
| All | +19,706.0% | +59,844.7% | -40,138.7% | +12,633.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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