+3,988.2%
STRL vs PH
+778.3%
+3,209.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +4.2% | +10.7% | +11.6% |
| 7D | -13.3% | +3.0% | -16.4% | -14.3% |
| 30D | -43.3% | -0.6% | -42.7% | -42.2% |
| 3M | -46.9% | -10.7% | -36.1% | -40.9% |
| 6M | -65.6% | +9.1% | -74.7% | -67.1% |
| YTD | -5.1% | +9.5% | -14.6% | -9.0% |
| 1Y | -23.1% | +14.0% | -37.1% | -28.3% |
| 3Y | +346.8% | +138.9% | +208.0% | +145.6% |
| 5Y | +907.2% | +209.1% | +698.0% | +355.0% |
| 10Y | +3,988.2% | +737.3% | +3,250.9% | +814.0% |
| All | +3,988.2% | +778.3% | +3,209.9% | +814.0% |
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