+937.9%
STRL vs RSG
+99.6%
+838.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.0% | -3.1% |
| 7D | +15.7% | +2.5% | +13.2% | +15.8% |
| 30D | -35.5% | +12.7% | -48.2% | -35.2% |
| 3M | -47.1% | +17.9% | -65.1% | -47.0% |
| 6M | -65.8% | +25.0% | -90.8% | -66.3% |
| YTD | -4.5% | +20.8% | -25.3% | -5.8% |
| 1Y | -10.5% | +24.3% | -34.7% | -12.9% |
| 3Y | +340.6% | +65.3% | +275.4% | +275.9% |
| All | +937.9% | +99.6% | +838.4% | +715.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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