+19,359.6%
STRL vs SAN
+2,470.3%
+16,889.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.8% | +6.5% | +6.0% |
| 7D | +3.4% | +1.8% | +1.6% | +2.8% |
| 30D | -9.2% | +2.0% | -11.2% | -9.9% |
| 3M | -51.0% | +19.7% | -70.8% | -53.7% |
| 6M | +15.8% | +30.6% | -14.9% | +7.0% |
| YTD | +58.9% | +28.8% | +30.0% | +46.7% |
| 1Y | +68.5% | +57.8% | +10.8% | +45.7% |
| 3Y | +485.2% | +338.1% | +147.1% | +260.2% |
| 5Y | +2,005.1% | +384.2% | +1,620.9% | +1,124.2% |
| 10Y | +7,118.0% | +353.1% | +6,764.8% | +4,070.7% |
| All | +19,359.6% | +2,470.3% | +16,889.3% | +7,710.3% |
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 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