+50,118.3%
STRL vs RSG
+2,015.2%
+48,103.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.1% | +6.8% | +6.0% |
| 7D | +3.4% | +0.3% | +3.1% | +3.3% |
| 30D | -9.2% | +7.6% | -16.8% | -10.8% |
| 3M | -51.0% | +7.4% | -58.5% | -52.2% |
| 6M | +15.8% | -3.3% | +19.0% | +15.3% |
| YTD | +58.9% | +6.0% | +52.9% | +54.7% |
| 1Y | +68.5% | -3.7% | +72.2% | +67.5% |
| 3Y | +485.2% | +59.1% | +426.1% | +415.2% |
| 5Y | +2,005.1% | +89.0% | +1,916.1% | +1,673.0% |
| 10Y | +7,118.0% | +412.5% | +6,705.4% | +4,963.0% |
| All | +50,118.3% | +2,015.2% | +48,103.1% | +34,304.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling