+6,906.6%
STRL vs MKTX
+5.1%
+6,901.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | +5.4% | -0.2% | +5.6% | +5.4% |
| 30D | -9.0% | +0.8% | -9.8% | -9.1% |
| 3M | -37.1% | +41.1% | -78.2% | -39.8% |
| 6M | +17.8% | -9.5% | +27.4% | +18.5% |
| YTD | +58.3% | -8.7% | +67.0% | +58.8% |
| 1Y | +61.0% | -10.0% | +71.0% | +61.5% |
| 3Y | +517.8% | -24.6% | +542.4% | +524.7% |
| 5Y | +2,119.0% | -60.3% | +2,179.3% | +2,372.4% |
| All | +6,906.6% | +5.1% | +6,901.5% | +5,203.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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