+2,040.1%
STRL vs REPL
+45.5%
+1,994.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.6% | -5.0% | -0.7% |
| 7D | -19.8% | +12.7% | -32.6% | -20.4% |
| 30D | -43.6% | +73.5% | -117.0% | -45.7% |
| 3M | -45.2% | +70.3% | -115.5% | -47.3% |
| 6M | -65.7% | +472.0% | -537.7% | -70.8% |
| YTD | -5.4% | +139.5% | -144.9% | -18.3% |
| 1Y | -24.7% | +167.3% | -192.0% | -35.5% |
| 3Y | +335.0% | +109.5% | +225.5% | +206.3% |
| 5Y | +915.3% | -29.9% | +945.2% | +696.9% |
| All | +2,040.1% | +45.5% | +1,994.6% | +1,238.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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