+7,285.0%
STRL vs KEYS
+1,049.9%
+6,235.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.0% | +1.4% | +3.0% |
| 7D | +5.0% | +3.5% | +1.6% | +3.0% |
| 30D | -6.9% | -4.5% | -2.4% | -4.1% |
| 3M | -39.1% | -0.4% | -38.6% | -38.3% |
| 6M | +21.5% | +19.1% | +2.4% | +13.7% |
| YTD | +66.9% | +66.7% | +0.2% | +29.5% |
| 1Y | +61.6% | +96.5% | -34.8% | +15.6% |
| 3Y | +560.0% | +155.2% | +404.8% | +315.8% |
| 5Y | +2,238.9% | +88.0% | +2,150.9% | +1,544.1% |
| All | +7,285.0% | +1,049.9% | +6,235.1% | +2,309.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 10y: compounded portfolio wealth divided by compounded KEYS 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…
10y analysis · Full analysis span regression · 6 months rolling