+1,100.0%
STRL vs S
-49.1%
+1,149.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -19.8% | +1.4% | -21.2% | -19.9% |
| 30D | -43.6% | -10.8% | -32.7% | -42.7% |
| 3M | -45.2% | +5.4% | -50.6% | -45.8% |
| 6M | -65.7% | +41.2% | -107.0% | -67.7% |
| YTD | -5.4% | +56.2% | -61.6% | -13.2% |
| 1Y | -24.7% | +36.3% | -61.0% | -29.3% |
| 3Y | +335.0% | +49.4% | +285.6% | +309.2% |
| 5Y | +915.3% | -66.9% | +982.2% | +884.1% |
| All | +1,100.0% | -49.1% | +1,149.1% | +1,231.8% |
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