+3,786.6%
STRL vs PSA
+133.1%
+3,653.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +23.4% | -2.1% | +25.5% | +24.3% |
| 30D | -39.5% | +15.6% | -55.1% | -42.8% |
| 3M | -45.1% | +4.1% | -49.1% | -46.2% |
| 6M | -64.6% | +9.2% | -73.8% | -66.3% |
| YTD | -1.5% | +32.3% | -33.8% | -12.3% |
| 1Y | -20.8% | +26.2% | -46.9% | -28.3% |
| 3Y | +353.1% | +53.7% | +299.5% | +268.9% |
| 5Y | +942.9% | +26.6% | +916.3% | +799.8% |
| All | +3,786.6% | +133.1% | +3,653.5% | +2,392.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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