+915.3%
STRL vs RF
+45.3%
+870.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.1% |
| 7D | -19.8% | +0.3% | -20.2% | -19.9% |
| 30D | -43.6% | +6.2% | -49.7% | -45.5% |
| 3M | -45.2% | -7.8% | -37.4% | -42.9% |
| 6M | -65.7% | +5.9% | -71.7% | -67.3% |
| YTD | -5.4% | +9.0% | -14.5% | -11.4% |
| 1Y | -24.7% | +19.3% | -43.9% | -33.0% |
| 3Y | +335.0% | +116.4% | +218.6% | +179.2% |
| 5Y | +915.3% | +46.0% | +869.2% | +676.7% |
| All | +915.3% | +45.3% | +870.0% | +676.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling