+11,538.5%
STRL vs P
+485.4%
+11,053.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.4% | +4.4% | +5.3% |
| 7D | +3.4% | +6.5% | -3.1% | +1.3% |
| 30D | -9.2% | +18.8% | -28.1% | -14.8% |
| 3M | -51.0% | +26.7% | -77.8% | -54.7% |
| 6M | +15.8% | +62.2% | -46.4% | -1.5% |
| YTD | +58.9% | +48.5% | +10.4% | +38.2% |
| 1Y | +68.5% | +26.4% | +42.1% | +52.4% |
| 3Y | +485.2% | +159.4% | +325.8% | +321.4% |
| 5Y | +2,005.1% | +275.8% | +1,729.3% | +1,234.4% |
| 10Y | +7,118.0% | +732.0% | +6,385.9% | +3,609.6% |
| All | +11,538.5% | +485.4% | +11,053.2% | +5,894.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling