+2,048.3%
STRL vs REPL
+39.1%
+2,009.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +3.0% | +12.0% | +14.8% |
| 7D | -13.3% | +14.2% | -27.6% | -14.1% |
| 30D | -43.3% | +65.9% | -109.2% | -45.3% |
| 3M | -46.9% | +84.6% | -131.4% | -49.2% |
| 6M | -65.6% | +446.9% | -512.5% | -70.6% |
| YTD | -5.1% | +129.0% | -134.1% | -17.8% |
| 1Y | -23.1% | +167.9% | -190.9% | -34.2% |
| 3Y | +346.8% | +93.9% | +252.9% | +217.0% |
| 5Y | +907.2% | -33.0% | +940.1% | +693.0% |
| All | +2,048.3% | +39.1% | +2,009.2% | +1,247.7% |
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