+5,494.9%
STRL vs PR
+160.5%
+5,334.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -6.5% | -14.9% | -20.5% |
| 7D | -27.1% | -12.1% | -14.9% | -25.5% |
| 30D | -45.8% | +0.9% | -46.7% | -45.8% |
| 3M | -47.6% | +10.1% | -57.8% | -48.4% |
| 6M | -46.4% | +1.1% | -47.5% | -46.7% |
| YTD | -7.4% | +63.7% | -71.0% | -14.6% |
| 1Y | -25.9% | +87.0% | -112.9% | -33.2% |
| 3Y | +273.4% | +70.7% | +202.7% | +239.5% |
| 5Y | +944.4% | +246.8% | +697.6% | +736.2% |
| 10Y | +4,023.0% | +72.6% | +3,950.4% | +3,192.1% |
| All | +5,494.9% | +160.5% | +5,334.4% | +4,314.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling