+7,161.0%
STRL vs PR
+109.1%
+7,052.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.6% | +7.4% | +6.0% |
| 7D | +3.4% | +2.9% | +0.5% | +2.9% |
| 30D | -9.2% | +18.0% | -27.3% | -11.6% |
| 3M | -51.0% | +16.9% | -67.9% | -52.2% |
| 6M | +15.8% | +28.2% | -12.4% | +10.9% |
| YTD | +58.9% | +69.3% | -10.5% | +45.7% |
| 1Y | +68.5% | +69.5% | -1.0% | +53.9% |
| 3Y | +485.2% | +81.7% | +403.5% | +426.0% |
| 5Y | +2,005.1% | +422.2% | +1,582.9% | +1,498.9% |
| All | +7,161.0% | +109.1% | +7,052.0% | +5,621.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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