+937.9%
STRL vs SM
+5.5%
+932.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -2.9% | -3.0% |
| 7D | +15.7% | +9.4% | +6.3% | +13.7% |
| 30D | -35.5% | -14.4% | -21.1% | -33.5% |
| 3M | -47.1% | +1.6% | -48.7% | -47.4% |
| 6M | -65.8% | +6.3% | -72.1% | -66.5% |
| YTD | -4.5% | +78.8% | -83.3% | -18.7% |
| 1Y | -10.5% | +83.1% | -93.6% | -24.6% |
| 3Y | +340.6% | -5.9% | +346.5% | +322.4% |
| All | +937.9% | +5.5% | +932.5% | +820.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling