+2,022.6%
STRL vs S
-71.4%
+2,093.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.4% | +5.3% | +5.7% |
| 7D | +3.4% | -7.7% | +11.1% | +4.6% |
| 30D | -9.2% | -5.3% | -3.9% | -8.7% |
| 3M | -51.0% | +20.3% | -71.3% | -52.8% |
| 6M | +15.8% | +47.4% | -31.6% | +6.6% |
| YTD | +58.9% | +32.5% | +26.3% | +48.3% |
| 1Y | +68.5% | +9.5% | +59.0% | +62.7% |
| 3Y | +485.2% | +15.5% | +469.7% | +463.2% |
| All | +2,022.6% | -71.4% | +2,093.9% | +2,134.5% |
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