+10,012.8%
STRL vs PH
+20,885.4%
-10,872.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.9% | +0.6% | +2.2% |
| 7D | -26.9% | +2.0% | -28.9% | -27.2% |
| 30D | -52.7% | -3.7% | -49.0% | -51.5% |
| 3M | -52.8% | -14.0% | -38.8% | -49.0% |
| 6M | -71.5% | +2.1% | -73.6% | -71.3% |
| YTD | -17.4% | +5.1% | -22.5% | -17.6% |
| 1Y | -35.0% | +10.9% | -45.9% | -36.5% |
| 3Y | +239.2% | +132.9% | +106.3% | +147.5% |
| 5Y | +830.2% | +200.1% | +630.1% | +515.0% |
| 10Y | +3,574.7% | +783.8% | +2,790.9% | +1,568.0% |
| All | +10,012.8% | +20,885.4% | -10,872.6% | +2,701.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling