+3,667.8%
STRL vs SAN
+236.7%
+3,431.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.7% | +4.7% |
| 7D | -26.9% | +4.9% | -31.8% | -29.7% |
| 30D | -52.7% | -13.0% | -39.7% | -49.6% |
| 3M | -52.8% | -18.9% | -34.0% | -48.0% |
| 6M | -71.5% | -4.1% | -67.3% | -71.1% |
| YTD | -17.4% | +2.6% | -20.0% | -19.5% |
| 1Y | -35.0% | +16.9% | -51.9% | -40.8% |
| 3Y | +239.2% | +239.1% | +0.2% | +73.9% |
| 5Y | +830.2% | +266.8% | +563.3% | +334.4% |
| All | +3,667.8% | +236.7% | +3,431.1% | +1,737.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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