+7,282.2%
STRL vs PH
+808.0%
+6,474.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.2% | +6.0% | +5.9% |
| 7D | +3.4% | -3.1% | +6.5% | +5.9% |
| 30D | -9.2% | -3.2% | -6.0% | -7.2% |
| 3M | -51.0% | +10.6% | -61.6% | -54.6% |
| 6M | +15.8% | -2.1% | +17.9% | +18.6% |
| YTD | +58.9% | +10.2% | +48.7% | +49.0% |
| 1Y | +68.5% | +28.2% | +40.3% | +40.8% |
| 3Y | +485.2% | +134.9% | +350.3% | +218.9% |
| 5Y | +2,005.1% | +253.6% | +1,751.5% | +749.4% |
| All | +7,282.2% | +808.0% | +6,474.3% | +1,406.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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