+7,161.0%
STRL vs M
-2.2%
+7,163.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.6% | +3.2% | +5.1% |
| 7D | +3.4% | +4.7% | -1.3% | +2.3% |
| 30D | -9.2% | -9.6% | +0.4% | -7.0% |
| 3M | -51.0% | +0.9% | -51.9% | -51.3% |
| 6M | +15.8% | +22.3% | -6.5% | +10.1% |
| YTD | +58.9% | +6.5% | +52.3% | +55.3% |
| 1Y | +68.5% | +38.8% | +29.8% | +54.4% |
| 3Y | +485.2% | +115.9% | +369.3% | +356.9% |
| 5Y | +2,005.1% | +28.6% | +1,976.5% | +1,649.3% |
| All | +7,161.0% | -2.2% | +7,163.2% | +4,925.4% |
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