+2,061.0%
STRL vs REPL
+36.8%
+2,024.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.6% | -3.0% |
| 7D | +15.7% | +1.2% | +14.4% | +15.5% |
| 30D | -35.5% | +92.2% | -127.7% | -38.3% |
| 3M | -47.1% | +44.1% | -91.2% | -48.6% |
| 6M | -65.8% | +313.0% | -378.8% | -70.2% |
| YTD | -4.5% | +125.2% | -129.7% | -17.2% |
| 1Y | -10.5% | +143.8% | -154.2% | -22.9% |
| 3Y | +340.6% | +104.2% | +236.4% | +209.8% |
| 5Y | +911.0% | -34.5% | +945.6% | +697.3% |
| All | +2,061.0% | +36.8% | +2,024.2% | +1,256.6% |
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