+4,755.2%
STRL vs SFM
+132.6%
+4,622.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.8% |
| 3M | -51.0% | +1.5% | -52.6% | -51.4% |
| 6M | +15.8% | +6.5% | +9.3% | +13.2% |
| YTD | +58.9% | +2.2% | +56.7% | +55.8% |
| 1Y | +68.5% | -41.9% | +110.4% | +81.0% |
| 3Y | +485.2% | +106.8% | +378.5% | +420.3% |
| 5Y | +2,005.1% | +231.6% | +1,773.5% | +1,626.6% |
| 10Y | +7,118.0% | +258.4% | +6,859.5% | +5,547.7% |
| All | +4,755.2% | +132.6% | +4,622.6% | +3,906.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling