+6,950.6%
STRL vs SFM
+320.7%
+6,629.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.9% | +2.9% | +5.3% |
| 7D | +3.4% | -0.1% | +3.5% | +3.4% |
| 30D | -9.2% | -4.4% | -4.9% | -8.7% |
| 3M | -51.0% | +1.5% | -52.6% | -51.4% |
| 6M | +15.8% | +6.5% | +9.3% | +13.0% |
| YTD | +58.9% | +2.2% | +56.7% | +55.6% |
| 1Y | +68.5% | -41.9% | +110.4% | +82.3% |
| 3Y | +485.2% | +106.8% | +378.5% | +418.1% |
| 5Y | +2,005.1% | +231.6% | +1,773.5% | +1,613.0% |
| All | +6,950.6% | +320.7% | +6,629.9% | +5,276.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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