+952.8%
STRL vs S
-67.1%
+1,019.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -38.6% |
| 3M | -43.0% | +5.9% | -48.8% | -43.7% |
| 6M | -65.0% | +45.6% | -110.6% | -67.5% |
| YTD | -0.8% | +58.5% | -59.3% | -10.3% |
| 1Y | -20.3% | +37.6% | -57.9% | -26.1% |
| 3Y | +356.5% | +51.7% | +304.8% | +322.7% |
| 5Y | +952.8% | -67.5% | +1,020.3% | +999.2% |
| All | +952.8% | -67.1% | +1,019.9% | +999.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling