+384.5%
STRL vs SN
+681.9%
-297.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.9% | +12.0% | +14.1% |
| 7D | -13.3% | +7.6% | -21.0% | -15.5% |
| 30D | -43.3% | +24.1% | -67.4% | -47.3% |
| 3M | -46.9% | +23.7% | -70.6% | -50.7% |
| 6M | -65.6% | +105.5% | -171.1% | -73.6% |
| YTD | -5.1% | +105.1% | -110.2% | -27.0% |
| 1Y | -23.1% | +148.3% | -171.4% | -44.2% |
| 3Y | +346.8% | +438.7% | -91.8% | +204.0% |
| All | +384.5% | +681.9% | -297.4% | +232.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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