+3,877.5%
STRL vs M
-3.0%
+3,880.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -19.8% | +5.0% | -24.8% | -21.0% |
| 30D | -43.6% | +10.6% | -54.2% | -45.2% |
| 3M | -45.2% | +1.6% | -46.8% | -45.8% |
| 6M | -65.7% | +30.8% | -96.6% | -68.3% |
| YTD | -5.4% | +16.9% | -22.3% | -10.3% |
| 1Y | -24.7% | +26.3% | -50.9% | -30.0% |
| 3Y | +335.0% | +158.6% | +176.4% | +222.9% |
| 5Y | +915.3% | +2.1% | +913.2% | +790.6% |
| 10Y | +3,877.5% | -4.3% | +3,881.8% | +2,543.8% |
| All | +3,877.5% | -3.0% | +3,880.5% | +2,543.8% |
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