+9,328.1%
STRL vs RUN
-31.9%
+9,360.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.2% | +5.8% |
| 7D | +3.4% | +1.3% | +2.1% | +3.2% |
| 30D | -9.2% | -15.3% | +6.0% | -7.2% |
| 3M | -51.0% | -40.0% | -11.0% | -47.4% |
| 6M | +15.8% | -27.0% | +42.7% | +21.1% |
| YTD | +58.9% | -51.7% | +110.5% | +72.0% |
| 1Y | +68.5% | -45.9% | +114.4% | +79.2% |
| 3Y | +485.2% | -43.8% | +529.0% | +428.6% |
| 5Y | +2,005.1% | -80.5% | +2,085.6% | +1,975.7% |
| 10Y | +7,118.0% | +45.3% | +7,072.7% | +4,700.6% |
| All | +9,328.1% | -31.9% | +9,360.0% | +6,331.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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