+1,112.6%
STRL vs PL
+28.1%
+1,084.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.4% | -6.9% | +1.4% |
| 7D | -26.9% | -6.8% | -20.1% | -25.5% |
| 30D | -52.7% | -29.3% | -23.4% | -49.2% |
| 3M | -52.8% | -44.8% | -8.1% | -47.0% |
| 6M | -71.5% | -68.4% | -3.1% | -65.0% |
| YTD | -17.4% | -36.4% | +18.9% | -12.7% |
| 1Y | -35.0% | +0.7% | -35.7% | -37.0% |
| 3Y | +239.2% | +455.3% | -216.1% | +125.2% |
| 5Y | +830.2% | +22.7% | +807.5% | +609.8% |
| All | +1,112.6% | +28.1% | +1,084.5% | +838.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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