+1,916.1%
STRL vs S
-56.8%
+1,972.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.4% | +5.3% | +5.7% |
| 7D | +3.4% | -7.7% | +11.1% | +4.5% |
| 30D | -9.2% | -5.3% | -3.9% | -8.8% |
| 3M | -51.0% | +20.3% | -71.3% | -52.6% |
| 6M | +15.8% | +47.4% | -31.6% | +7.6% |
| YTD | +58.9% | +32.5% | +26.3% | +49.5% |
| 1Y | +68.5% | +9.5% | +59.0% | +63.4% |
| 3Y | +485.2% | +15.5% | +469.7% | +467.8% |
| 5Y | +2,005.1% | -71.2% | +2,076.3% | +1,988.7% |
| All | +1,916.1% | -56.8% | +1,972.9% | +2,193.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling