+2,145.8%
STRL vs REPL
+36.1%
+2,109.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -6.4% | +11.4% | +5.4% |
| 7D | +7.1% | +5.3% | +1.8% | +6.8% |
| 30D | -39.4% | +66.6% | -106.0% | -41.5% |
| 3M | -43.0% | +59.6% | -102.5% | -44.9% |
| 6M | -65.0% | +482.4% | -547.4% | -70.3% |
| YTD | -0.8% | +124.1% | -124.9% | -14.0% |
| 1Y | -20.3% | +138.6% | -158.8% | -31.3% |
| 3Y | +356.5% | +96.0% | +260.5% | +222.7% |
| 5Y | +952.8% | -35.4% | +988.2% | +731.4% |
| All | +2,145.8% | +36.1% | +2,109.6% | +1,310.2% |
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