+1,705.9%
STRL vs REPL
+25.1%
+1,680.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -3.2% | -10.6% | -13.6% |
| 7D | -34.6% | +15.1% | -49.7% | -35.2% |
| 30D | -56.7% | +51.1% | -107.7% | -57.9% |
| 3M | -54.4% | +69.2% | -123.6% | -56.2% |
| 6M | -69.7% | +597.6% | -667.2% | -74.6% |
| YTD | -20.2% | +106.0% | -126.2% | -30.4% |
| 1Y | -40.6% | +133.3% | -173.9% | -48.7% |
| 3Y | +221.7% | +41.0% | +180.7% | +137.0% |
| 5Y | +799.0% | -40.1% | +839.1% | +613.3% |
| All | +1,705.9% | +25.1% | +1,680.8% | +1,040.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling