+2,715.0%
STRL vs LYB
+633.9%
+2,081.0%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | +8.2% | -3.1% | +11.3% | +9.7% |
| 30D | -6.3% | +4.0% | -10.3% | -8.2% |
| 3M | -41.2% | +2.4% | -43.6% | -42.7% |
| 6M | +20.4% | -1.4% | +21.8% | +15.9% |
| YTD | +61.7% | +53.9% | +7.7% | +23.6% |
| 1Y | +72.7% | +26.1% | +46.6% | +43.3% |
| 3Y | +530.9% | -21.0% | +552.0% | +540.7% |
| 5Y | +2,125.4% | -0.7% | +2,126.1% | +1,872.2% |
| 10Y | +7,301.3% | +49.3% | +7,252.1% | +4,946.6% |
| All | +2,715.0% | +633.9% | +2,081.0% | +589.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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