+7,282.2%
STRL vs SAN
+347.3%
+6,935.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.8% | +6.5% | +6.2% |
| 7D | +3.4% | +1.8% | +1.6% | +2.4% |
| 30D | -9.2% | +2.0% | -11.2% | -10.3% |
| 3M | -51.0% | +19.7% | -70.8% | -55.4% |
| 6M | +15.8% | +30.6% | -14.9% | +1.6% |
| YTD | +58.9% | +28.8% | +30.0% | +39.0% |
| 1Y | +68.5% | +57.8% | +10.8% | +32.9% |
| 3Y | +485.2% | +338.1% | +147.1% | +166.1% |
| 5Y | +2,005.1% | +384.2% | +1,620.9% | +759.4% |
| All | +7,282.2% | +347.3% | +6,935.0% | +2,862.4% |
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