+1,159.2%
STRL vs S
-48.3%
+1,207.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.5% | +3.4% | +4.7% |
| 7D | +7.1% | +1.2% | +5.9% | +7.1% |
| 30D | -39.4% | -7.3% | -32.0% | -38.7% |
| 3M | -43.0% | +5.9% | -48.8% | -43.6% |
| 6M | -65.0% | +45.6% | -110.6% | -67.2% |
| YTD | -0.8% | +58.5% | -59.3% | -9.1% |
| 1Y | -20.3% | +37.6% | -57.9% | -25.3% |
| 3Y | +356.5% | +51.7% | +304.8% | +328.5% |
| 5Y | +952.8% | -67.5% | +1,020.3% | +916.3% |
| All | +1,159.2% | -48.3% | +1,207.5% | +1,294.8% |
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