+1,104.6%
STRL vs S
-48.9%
+1,153.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +8.0% | +6.9% | +13.8% |
| 7D | -13.3% | +1.6% | -14.9% | -13.4% |
| 30D | -43.3% | -10.5% | -32.9% | -42.5% |
| 3M | -46.9% | +9.9% | -56.8% | -47.8% |
| 6M | -65.6% | +41.8% | -107.4% | -67.6% |
| YTD | -5.1% | +56.8% | -61.9% | -12.9% |
| 1Y | -23.1% | +39.0% | -62.1% | -28.1% |
| 3Y | +346.8% | +53.8% | +293.0% | +319.3% |
| 5Y | +907.2% | -68.6% | +975.8% | +872.1% |
| All | +1,104.6% | -48.9% | +1,153.5% | +1,236.2% |
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