+29,837.8%
STRL vs SM
+1,608.3%
+28,229.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.5% | +8.3% | +6.2% |
| 7D | +3.4% | +0.1% | +3.3% | +3.3% |
| 30D | -9.2% | +26.3% | -35.5% | -12.7% |
| 3M | -51.0% | +8.7% | -59.7% | -52.1% |
| 6M | +15.8% | +51.7% | -35.9% | +5.8% |
| YTD | +58.9% | +99.0% | -40.2% | +38.3% |
| 1Y | +68.5% | +34.6% | +33.9% | +55.3% |
| 3Y | +485.2% | -7.8% | +493.0% | +463.1% |
| 5Y | +2,005.1% | +104.8% | +1,900.3% | +1,613.3% |
| 10Y | +7,118.0% | +7.2% | +7,110.7% | +4,588.5% |
| All | +29,837.8% | +1,608.3% | +28,229.5% | +12,985.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling