+3,877.1%
STRL vs SAN
+275.0%
+3,602.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.6% | +5.3% |
| 7D | +7.1% | +3.4% | +3.7% | +5.5% |
| 30D | -39.4% | -6.3% | -33.1% | -37.8% |
| 3M | -43.0% | -14.1% | -28.9% | -38.8% |
| 6M | -65.0% | +4.2% | -69.2% | -66.0% |
| YTD | -0.8% | +9.0% | -9.8% | -6.1% |
| 1Y | -20.3% | +18.8% | -39.1% | -27.9% |
| 3Y | +356.5% | +252.0% | +104.5% | +128.4% |
| 5Y | +952.8% | +299.5% | +653.4% | +367.5% |
| 10Y | +3,877.1% | +276.7% | +3,600.4% | +1,669.3% |
| All | +3,877.1% | +275.0% | +3,602.1% | +1,669.3% |
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