+784.6%
STRL vs PR
+225.0%
+559.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.5% | +3.0% |
| 7D | -26.9% | -16.4% | -10.5% | -23.2% |
| 30D | -52.7% | -1.9% | -50.8% | -52.3% |
| 3M | -52.8% | +8.0% | -60.8% | -53.8% |
| 6M | -71.5% | +4.1% | -75.6% | -71.8% |
| YTD | -17.4% | +58.7% | -76.1% | -28.1% |
| 1Y | -35.0% | +75.8% | -110.8% | -45.3% |
| 3Y | +239.2% | +73.2% | +166.1% | +183.0% |
| All | +784.6% | +225.0% | +559.6% | +493.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling