+3,988.2%
STRL vs M
+3.7%
+3,984.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +8.1% | +6.9% | +13.0% |
| 7D | -13.3% | +2.5% | -15.9% | -14.2% |
| 30D | -43.3% | +10.1% | -53.4% | -45.0% |
| 3M | -46.9% | -0.9% | -45.9% | -47.2% |
| 6M | -65.6% | +30.2% | -95.8% | -68.1% |
| YTD | -5.1% | +16.3% | -21.4% | -9.8% |
| 1Y | -23.1% | +27.0% | -50.0% | -28.6% |
| 3Y | +346.8% | +154.5% | +192.4% | +232.8% |
| 5Y | +907.2% | -1.1% | +908.2% | +790.1% |
| 10Y | +3,988.2% | +0.5% | +3,987.7% | +2,679.0% |
| All | +3,988.2% | +3.7% | +3,984.5% | +2,679.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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