+402.8%
STRL vs SN
+650.0%
-247.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | +0.2% |
| 7D | +23.4% | +1.4% | +22.0% | +23.1% |
| 30D | -39.5% | +16.6% | -56.1% | -42.6% |
| 3M | -45.1% | +18.3% | -63.3% | -48.3% |
| 6M | -64.6% | +103.1% | -167.6% | -72.8% |
| YTD | -1.5% | +96.7% | -98.2% | -23.2% |
| 1Y | -20.8% | +134.3% | -155.1% | -41.5% |
| 3Y | +353.1% | +425.2% | -72.1% | +212.5% |
| All | +402.8% | +650.0% | -247.2% | +249.2% |
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