+3,495.6%
STRL vs REPL
-6.0%
+3,501.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.6% | +7.4% | +5.9% |
| 7D | +3.4% | -3.0% | +6.4% | +3.6% |
| 30D | -9.2% | +27.1% | -36.4% | -10.9% |
| 3M | -51.0% | +52.4% | -103.4% | -53.7% |
| 6M | +15.8% | +107.4% | -91.7% | +1.1% |
| YTD | +58.9% | +54.7% | +4.1% | +41.6% |
| 1Y | +68.5% | +158.9% | -90.3% | +38.6% |
| 3Y | +485.2% | -23.7% | +508.9% | +359.2% |
| 5Y | +2,005.1% | -54.3% | +2,059.4% | +1,601.6% |
| All | +3,495.6% | -6.0% | +3,501.6% | +2,220.4% |
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