+9,673.6%
STRL vs KEY
+653.7%
+9,019.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -2.7% | -11.1% | -13.0% |
| 7D | -34.6% | -2.5% | -32.1% | -34.1% |
| 30D | -56.7% | +4.1% | -60.7% | -57.2% |
| 3M | -54.4% | -8.4% | -46.1% | -53.3% |
| 6M | -69.7% | -2.3% | -67.4% | -69.5% |
| YTD | -20.2% | +4.6% | -24.8% | -21.2% |
| 1Y | -40.6% | +24.6% | -65.1% | -44.3% |
| 3Y | +221.7% | +112.8% | +108.9% | +156.7% |
| 5Y | +799.0% | +12.9% | +786.0% | +728.8% |
| 10Y | +3,451.5% | +126.7% | +3,324.8% | +2,591.5% |
| All | +9,673.6% | +653.7% | +9,019.9% | +5,356.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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