+3,667.8%
STRL vs P
+713.7%
+2,954.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.5% | -0.1% | +2.2% |
| 7D | -26.9% | -23.8% | -3.1% | -19.2% |
| 30D | -52.7% | -36.6% | -16.0% | -44.2% |
| 3M | -52.8% | +10.9% | -63.7% | -54.7% |
| 6M | -71.5% | +30.0% | -101.5% | -74.3% |
| YTD | -17.4% | +44.4% | -61.8% | -28.2% |
| 1Y | -35.0% | +3.9% | -38.9% | -38.1% |
| 3Y | +239.2% | +176.6% | +62.6% | +132.2% |
| 5Y | +830.2% | +249.3% | +580.9% | +472.3% |
| All | +3,667.8% | +713.7% | +2,954.1% | +1,710.0% |
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