+784.6%
STRL vs PH
+197.3%
+587.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.9% | +0.6% | +0.7% |
| 7D | -26.9% | +2.0% | -28.9% | -27.5% |
| 30D | -52.7% | -3.7% | -49.0% | -50.4% |
| 3M | -52.8% | -14.0% | -38.8% | -44.9% |
| 6M | -71.5% | +2.1% | -73.6% | -71.4% |
| YTD | -17.4% | +5.1% | -22.5% | -18.9% |
| 1Y | -35.0% | +10.9% | -45.9% | -38.9% |
| 3Y | +239.2% | +132.9% | +106.3% | +75.8% |
| All | +784.6% | +197.3% | +587.3% | +274.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling