+2,022.6%
STRL vs SAN
+381.6%
+1,641.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.2% |
| 3M | -51.0% | +19.7% | -70.8% | -55.1% |
| 6M | +15.8% | +30.6% | -14.9% | +2.6% |
| YTD | +58.9% | +28.8% | +30.0% | +40.4% |
| 1Y | +68.5% | +57.8% | +10.8% | +36.4% |
| 3Y | +485.2% | +338.1% | +147.1% | +205.4% |
| All | +2,022.6% | +381.6% | +1,641.0% | +931.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling