+4,088.9%
STRL vs PSLV
+109.5%
+3,979.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.3% | +5.1% | +5.3% |
| 7D | +5.0% | -3.5% | +8.5% | +5.7% |
| 30D | -6.9% | -2.1% | -4.8% | -6.6% |
| 3M | -39.1% | -1.6% | -37.4% | -39.0% |
| 6M | +21.5% | -25.5% | +47.0% | +27.4% |
| YTD | +66.9% | -11.4% | +78.3% | +68.1% |
| 1Y | +61.6% | +48.6% | +13.1% | +50.2% |
| 3Y | +560.0% | +166.9% | +393.1% | +462.8% |
| 5Y | +2,238.9% | +152.4% | +2,086.4% | +1,888.7% |
| 10Y | +7,538.9% | +187.8% | +7,351.1% | +6,148.1% |
| All | +4,088.9% | +109.5% | +3,979.4% | +3,001.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling