+5,511.6%
STRL vs RUN
-33.3%
+5,544.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -10.6% | +10.2% | +1.1% |
| 7D | -19.8% | +0.3% | -20.2% | -20.3% |
| 30D | -43.6% | +14.0% | -57.6% | -45.1% |
| 3M | -45.2% | -11.8% | -33.5% | -44.8% |
| 6M | -65.7% | -40.4% | -25.3% | -63.5% |
| YTD | -5.4% | -52.7% | +47.2% | +1.8% |
| 1Y | -24.7% | -52.5% | +27.9% | -19.0% |
| 3Y | +335.0% | -7.7% | +342.8% | +261.8% |
| 5Y | +915.3% | -83.9% | +999.1% | +929.7% |
| 10Y | +3,877.5% | +84.9% | +3,792.5% | +2,482.2% |
| All | +5,511.6% | -33.3% | +5,544.9% | +3,704.7% |
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