+8,044.7%
STRL vs M
+425.5%
+7,619.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -5.9% | -8.0% | -12.5% |
| 7D | -34.6% | -2.1% | -32.5% | -34.5% |
| 30D | -56.7% | +7.7% | -64.4% | -57.7% |
| 3M | -54.4% | -4.4% | -50.1% | -54.3% |
| 6M | -69.7% | +27.5% | -97.2% | -71.7% |
| YTD | -20.2% | +12.8% | -33.0% | -23.6% |
| 1Y | -40.6% | +20.7% | -61.3% | -44.1% |
| 3Y | +221.7% | +111.3% | +110.4% | +151.9% |
| 5Y | +799.0% | -6.3% | +805.3% | +707.1% |
| 10Y | +3,451.5% | +1.5% | +3,450.0% | +2,537.5% |
| All | +8,044.7% | +425.5% | +7,619.1% | +3,224.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling