+19,359.6%
STRL vs RF
+972.9%
+18,386.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.1% | +5.8% | +5.8% |
| 7D | +3.4% | +1.3% | +2.1% | +3.0% |
| 30D | -9.2% | -3.6% | -5.6% | -8.4% |
| 3M | -51.0% | +8.1% | -59.1% | -52.1% |
| 6M | +15.8% | +11.5% | +4.3% | +12.4% |
| YTD | +58.9% | +15.6% | +43.3% | +52.6% |
| 1Y | +68.5% | +15.7% | +52.8% | +61.9% |
| 3Y | +485.2% | +86.9% | +398.3% | +396.9% |
| 5Y | +2,005.1% | +89.8% | +1,915.3% | +1,675.7% |
| 10Y | +7,118.0% | +344.7% | +6,773.3% | +4,985.7% |
| All | +19,359.6% | +972.9% | +18,386.7% | +9,645.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling