+2,125.4%
STRL vs MKTX
-61.3%
+2,186.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +8.2% | +0.3% | +7.9% | +8.2% |
| 30D | -6.3% | +1.0% | -7.3% | -6.4% |
| 3M | -41.2% | +40.8% | -82.0% | -42.4% |
| 6M | +20.4% | -10.9% | +31.3% | +20.6% |
| YTD | +61.7% | -8.6% | +70.3% | +61.6% |
| 1Y | +72.7% | -11.6% | +84.3% | +73.1% |
| 3Y | +530.9% | -24.5% | +555.5% | +534.2% |
| 5Y | +2,125.4% | -60.7% | +2,186.1% | +2,169.5% |
| All | +2,125.4% | -61.3% | +2,186.7% | +2,169.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling