+3,988.2%
STRL vs SM
+4.9%
+3,983.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | -2.7% | +17.7% | +15.4% |
| 7D | -13.3% | -22.3% | +8.9% | -9.6% |
| 30D | -43.3% | -21.4% | -22.0% | -41.1% |
| 3M | -46.9% | +1.4% | -48.2% | -47.1% |
| 6M | -65.6% | +0.1% | -65.7% | -65.9% |
| YTD | -5.1% | +59.0% | -64.0% | -14.0% |
| 1Y | -23.1% | +64.3% | -87.4% | -30.9% |
| 3Y | +346.8% | -13.1% | +360.0% | +335.6% |
| 5Y | +907.2% | -13.9% | +921.0% | +849.0% |
| 10Y | +3,988.2% | +1.7% | +3,986.5% | +2,449.2% |
| All | +3,988.2% | +4.9% | +3,983.3% | +2,449.2% |
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