+3,988.2%
STRL vs SFM
+146.8%
+3,841.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +1.0% | +14.0% | +14.8% |
| 7D | -13.3% | -10.2% | -3.1% | -12.2% |
| 30D | -43.3% | -23.9% | -19.5% | -41.5% |
| 3M | -46.9% | -42.3% | -4.6% | -43.0% |
| 6M | -65.6% | -40.1% | -25.5% | -63.5% |
| YTD | -5.1% | -37.8% | +32.7% | -0.9% |
| 1Y | -23.1% | -37.1% | +14.0% | -20.1% |
| 3Y | +346.8% | +21.5% | +325.3% | +323.9% |
| 5Y | +907.2% | +103.8% | +803.4% | +774.1% |
| 10Y | +3,988.2% | +142.0% | +3,846.2% | +3,400.2% |
| All | +3,988.2% | +146.8% | +3,841.4% | +3,400.2% |
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