+3,667.8%
STRL vs RF
+279.4%
+3,388.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.8% | +3.7% |
| 7D | -26.9% | -0.9% | -26.0% | -26.7% |
| 30D | -52.7% | +6.0% | -58.7% | -54.4% |
| 3M | -52.8% | -8.9% | -43.9% | -50.5% |
| 6M | -71.5% | +2.3% | -73.8% | -72.3% |
| YTD | -17.4% | +7.6% | -25.0% | -22.2% |
| 1Y | -35.0% | +21.2% | -56.1% | -42.9% |
| 3Y | +239.2% | +108.5% | +130.7% | +114.5% |
| 5Y | +830.2% | +43.2% | +786.9% | +604.8% |
| All | +3,667.8% | +279.4% | +3,388.4% | +1,530.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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