+2,233.3%
STRL vs PL
+84.9%
+2,148.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.3% | +7.0% | +6.0% |
| 7D | +3.4% | -9.3% | +12.7% | +5.2% |
| 30D | -9.2% | -18.9% | +9.7% | -5.7% |
| 3M | -51.0% | -58.4% | +7.3% | -43.2% |
| 6M | +15.8% | -30.3% | +46.1% | +20.3% |
| YTD | +58.9% | -8.1% | +67.0% | +56.0% |
| 1Y | +68.5% | +180.5% | -112.0% | +33.5% |
| 3Y | +485.2% | +444.1% | +41.1% | +279.0% |
| 5Y | +2,005.1% | +83.0% | +1,922.1% | +1,420.6% |
| All | +2,233.3% | +84.9% | +2,148.4% | +1,576.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling