+799.0%
STRL vs P
+237.3%
+561.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -16.4% | +2.5% | -7.3% |
| 7D | -34.6% | -31.9% | -2.7% | -23.5% |
| 30D | -56.7% | -36.5% | -20.1% | -48.0% |
| 3M | -54.4% | +11.6% | -66.0% | -56.6% |
| 6M | -69.7% | +25.2% | -94.9% | -72.7% |
| YTD | -20.2% | +39.4% | -59.7% | -31.1% |
| 1Y | -40.6% | -3.7% | -36.9% | -42.7% |
| 3Y | +221.7% | +167.3% | +54.4% | +123.3% |
| 5Y | +799.0% | +237.3% | +561.6% | +482.2% |
| All | +799.0% | +237.3% | +561.6% | +482.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling