+9,591.0%
STRL vs MKTX
+1,446.2%
+8,144.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.7% | +5.7% |
| 7D | +3.4% | +0.4% | +3.0% | +3.3% |
| 30D | -9.2% | +1.1% | -10.3% | -9.5% |
| 3M | -51.0% | +36.1% | -87.1% | -55.7% |
| 6M | +15.8% | -12.9% | +28.6% | +18.3% |
| YTD | +58.9% | -8.5% | +67.4% | +59.4% |
| 1Y | +68.5% | -7.5% | +76.1% | +67.3% |
| 3Y | +485.2% | -28.3% | +513.6% | +503.8% |
| 5Y | +2,005.1% | -63.3% | +2,068.4% | +2,496.1% |
| 10Y | +7,118.0% | +4.5% | +7,113.4% | +5,536.9% |
| All | +9,591.0% | +1,446.2% | +8,144.8% | +2,023.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling