+3,667.9%
STRL vs PSLV
+142.8%
+3,525.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -2.4% |
| 7D | +15.7% | -6.3% | +21.9% | +17.8% |
| 30D | -35.5% | -12.7% | -22.8% | -33.1% |
| 3M | -47.1% | -24.7% | -22.4% | -42.9% |
| 6M | -65.8% | -44.6% | -21.2% | -60.2% |
| YTD | -4.5% | -33.3% | +28.8% | +3.4% |
| 1Y | -10.5% | -8.6% | -1.9% | -10.4% |
| 3Y | +340.6% | +108.2% | +232.4% | +263.3% |
| 5Y | +911.0% | +79.1% | +831.9% | +744.9% |
| All | +3,667.9% | +142.8% | +3,525.1% | +2,533.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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