+3,667.8%
STRL vs SM
+8.2%
+3,659.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.3% |
| 7D | -26.9% | -25.9% | -1.0% | -23.2% |
| 30D | -52.7% | -15.1% | -37.5% | -51.3% |
| 3M | -52.8% | +4.9% | -57.7% | -53.3% |
| 6M | -71.5% | +6.1% | -77.6% | -72.0% |
| YTD | -17.4% | +63.4% | -80.9% | -25.5% |
| 1Y | -35.0% | +72.5% | -107.4% | -42.0% |
| 3Y | +239.2% | -16.9% | +256.1% | +233.3% |
| 5Y | +830.2% | -10.6% | +840.8% | +772.1% |
| All | +3,667.8% | +8.2% | +3,659.6% | +2,282.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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