+3,667.9%
STRL vs PR
+86.0%
+3,581.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.3% | -3.2% |
| 7D | +15.7% | +6.0% | +9.7% | +14.6% |
| 30D | -35.5% | -4.2% | -31.3% | -34.9% |
| 3M | -47.1% | +10.0% | -57.1% | -47.9% |
| 6M | -65.8% | +15.6% | -81.4% | -66.6% |
| YTD | -4.5% | +68.2% | -72.7% | -12.3% |
| 1Y | -10.5% | +79.2% | -89.7% | -18.7% |
| 3Y | +340.6% | +94.9% | +245.7% | +293.0% |
| 5Y | +911.0% | +272.8% | +638.3% | +701.1% |
| All | +3,667.9% | +86.0% | +3,581.9% | +2,932.7% |
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