+942.9%
STRL vs PH
+209.1%
+733.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | +0.7% |
| 7D | +23.4% | +7.4% | +16.1% | +15.8% |
| 30D | -39.5% | +0.5% | -40.0% | -38.8% |
| 3M | -45.1% | -10.2% | -34.8% | -38.2% |
| 6M | -64.6% | +8.9% | -73.5% | -66.5% |
| YTD | -1.5% | +9.7% | -11.2% | -6.8% |
| 1Y | -20.8% | +12.8% | -33.6% | -26.6% |
| 3Y | +353.1% | +134.6% | +218.5% | +132.2% |
| 5Y | +942.9% | +204.5% | +738.3% | +330.1% |
| All | +942.9% | +209.1% | +733.8% | +330.1% |
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