+2,022.6%
STRL vs MTB
+101.8%
+1,920.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.1% | +5.8% | +5.8% |
| 7D | +3.4% | +1.7% | +1.7% | +2.5% |
| 30D | -9.2% | -4.2% | -5.1% | -7.3% |
| 3M | -51.0% | +8.9% | -59.9% | -53.4% |
| 6M | +15.8% | +10.9% | +4.9% | +9.4% |
| YTD | +58.9% | +21.5% | +37.4% | +43.0% |
| 1Y | +68.5% | +21.9% | +46.6% | +51.1% |
| 3Y | +485.2% | +109.2% | +376.0% | +309.8% |
| All | +2,022.6% | +101.8% | +1,920.7% | +1,273.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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