+12,054.0%
STRL vs PSA
+18,608.9%
-6,554.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.0% | +5.0% |
| 7D | +7.1% | -2.1% | +9.2% | +8.0% |
| 30D | -39.4% | +16.2% | -55.6% | -43.2% |
| 3M | -43.0% | +4.3% | -47.3% | -44.4% |
| 6M | -65.0% | +9.9% | -74.9% | -66.9% |
| YTD | -0.8% | +33.3% | -34.0% | -12.5% |
| 1Y | -20.3% | +25.8% | -46.1% | -28.2% |
| 3Y | +356.5% | +54.8% | +301.7% | +271.1% |
| 5Y | +952.8% | +27.5% | +925.3% | +807.7% |
| 10Y | +3,877.1% | +134.5% | +3,742.6% | +2,526.0% |
| All | +12,054.0% | +18,608.9% | -6,554.9% | +3,462.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling