+11,526.8%
STRL vs PSA
+18,743.8%
-7,217.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +0.2% | +14.8% | +14.9% |
| 7D | -13.3% | +1.5% | -14.8% | -14.1% |
| 30D | -43.3% | +16.7% | -60.0% | -46.9% |
| 3M | -46.9% | +4.0% | -50.9% | -48.1% |
| 6M | -65.6% | +10.9% | -76.4% | -67.6% |
| YTD | -5.1% | +34.2% | -39.3% | -16.6% |
| 1Y | -23.1% | +26.6% | -49.7% | -30.9% |
| 3Y | +346.8% | +54.7% | +292.1% | +263.3% |
| 5Y | +907.2% | +30.0% | +877.1% | +761.8% |
| 10Y | +3,988.2% | +132.7% | +3,855.5% | +2,607.6% |
| All | +11,526.8% | +18,743.8% | -7,217.0% | +3,299.0% |
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