+3,786.6%
STRL vs SFM
+137.0%
+3,649.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.4% | -1.0% |
| 7D | +23.4% | -0.4% | +23.9% | +23.5% |
| 30D | -39.5% | -19.2% | -20.3% | -38.1% |
| 3M | -45.1% | -40.3% | -4.8% | -41.4% |
| 6M | -64.6% | -40.9% | -23.7% | -62.3% |
| YTD | -1.5% | -35.5% | +34.0% | +2.3% |
| 1Y | -20.8% | -37.4% | +16.7% | -17.4% |
| 3Y | +353.1% | +25.5% | +327.7% | +328.6% |
| 5Y | +942.9% | +113.0% | +829.9% | +802.4% |
| All | +3,786.6% | +137.0% | +3,649.6% | +3,145.9% |
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