+947.7%
STRL vs S
-52.7%
+1,000.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.8% | +3.2% |
| 7D | -26.9% | -13.4% | -13.5% | -25.4% |
| 30D | -52.7% | -14.0% | -38.7% | -51.7% |
| 3M | -52.8% | +4.9% | -57.7% | -53.4% |
| 6M | -71.5% | +42.0% | -113.5% | -73.2% |
| YTD | -17.4% | +45.1% | -62.6% | -23.5% |
| 1Y | -35.0% | +33.1% | -68.0% | -38.9% |
| 3Y | +239.2% | +40.6% | +198.6% | +221.6% |
| 5Y | +830.2% | -67.5% | +897.6% | +814.3% |
| All | +947.7% | -52.7% | +1,000.4% | +1,073.8% |
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