+10,012.8%
STRL vs SAN
+1,946.2%
+8,066.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.7% | +4.2% |
| 7D | -26.9% | +4.9% | -31.8% | -28.6% |
| 30D | -52.7% | -13.0% | -39.7% | -50.8% |
| 3M | -52.8% | -18.9% | -34.0% | -49.9% |
| 6M | -71.5% | -4.1% | -67.3% | -71.2% |
| YTD | -17.4% | +2.6% | -20.0% | -18.4% |
| 1Y | -35.0% | +16.9% | -51.9% | -38.4% |
| 3Y | +239.2% | +239.1% | +0.2% | +125.5% |
| 5Y | +830.2% | +266.8% | +563.3% | +488.2% |
| 10Y | +3,574.7% | +246.0% | +3,328.7% | +2,200.6% |
| All | +10,012.8% | +1,946.2% | +8,066.6% | +4,244.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling