+19,359.6%
STRL vs MTB
+5,993.8%
+13,365.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.1% | +5.8% | +5.8% |
| 7D | +3.4% | +1.7% | +1.7% | +2.6% |
| 30D | -9.2% | -4.2% | -5.1% | -7.5% |
| 3M | -51.0% | +8.9% | -59.9% | -53.1% |
| 6M | +15.8% | +10.9% | +4.9% | +10.3% |
| YTD | +58.9% | +21.5% | +37.4% | +45.1% |
| 1Y | +68.5% | +21.9% | +46.6% | +53.4% |
| 3Y | +485.2% | +109.2% | +376.0% | +316.9% |
| 5Y | +2,005.1% | +102.0% | +1,903.1% | +1,380.0% |
| 10Y | +7,118.0% | +171.9% | +6,946.0% | +4,339.0% |
| All | +19,359.6% | +5,993.8% | +13,365.8% | +7,107.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling