+3,988.2%
STRL vs SAN
+267.2%
+3,720.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +6.1% | +8.8% | +11.7% |
| 7D | -13.3% | +8.7% | -22.1% | -17.9% |
| 30D | -43.3% | -6.5% | -36.8% | -41.8% |
| 3M | -46.9% | -14.2% | -32.7% | -43.0% |
| 6M | -65.6% | +2.7% | -68.3% | -66.4% |
| YTD | -5.1% | +8.9% | -13.9% | -10.1% |
| 1Y | -23.1% | +23.4% | -46.5% | -31.7% |
| 3Y | +346.8% | +257.9% | +88.9% | +122.7% |
| 5Y | +907.2% | +297.8% | +609.4% | +351.1% |
| 10Y | +3,988.2% | +259.6% | +3,728.6% | +1,825.0% |
| All | +3,988.2% | +267.2% | +3,720.9% | +1,825.0% |
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