+3,786.6%
STRL vs P
+666.7%
+3,119.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.4% | -4.1% | -1.9% |
| 7D | +23.4% | +17.8% | +5.6% | +16.7% |
| 30D | -39.5% | -29.9% | -9.7% | -31.2% |
| 3M | -45.1% | -1.2% | -43.9% | -44.9% |
| 6M | -64.6% | +32.1% | -96.7% | -68.2% |
| YTD | -1.5% | +64.3% | -65.8% | -18.0% |
| 1Y | -20.8% | +24.3% | -45.1% | -29.0% |
| 3Y | +353.1% | +203.2% | +149.9% | +200.7% |
| 5Y | +942.9% | +290.4% | +652.5% | +518.9% |
| All | +3,786.6% | +666.7% | +3,119.9% | +1,730.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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