+1,302.4%
STRL vs PL
+40.9%
+1,261.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.4% | -2.9% |
| 7D | +15.7% | +10.0% | +5.6% | +13.6% |
| 30D | -35.5% | -2.3% | -33.2% | -34.8% |
| 3M | -47.1% | -44.2% | -2.9% | -40.8% |
| 6M | -65.8% | -66.1% | +0.3% | -58.6% |
| YTD | -4.5% | -30.0% | +25.5% | -0.8% |
| 1Y | -10.5% | +21.0% | -31.5% | -16.3% |
| 3Y | +340.6% | +516.5% | -175.9% | +187.3% |
| 5Y | +911.0% | +32.0% | +879.0% | +656.9% |
| All | +1,302.4% | +40.9% | +1,261.4% | +965.8% |
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