+1,111.7%
STRL vs S
-51.7%
+1,163.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.6% | -3.0% |
| 7D | +15.7% | +2.0% | +13.7% | +15.4% |
| 30D | -35.5% | -2.7% | -32.7% | -35.2% |
| 3M | -47.1% | -6.9% | -40.3% | -46.8% |
| 6M | -65.8% | +38.1% | -103.8% | -67.7% |
| YTD | -4.5% | +48.0% | -52.5% | -11.7% |
| 1Y | -10.5% | +34.5% | -44.9% | -16.0% |
| 3Y | +340.6% | +38.3% | +302.3% | +318.3% |
| 5Y | +911.0% | -70.9% | +981.9% | +882.5% |
| All | +1,111.7% | -51.7% | +1,163.5% | +1,254.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling