+29,441.2%
STRL vs SNY
+245.1%
+29,196.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.4% | +5.7% | +4.0% |
| 7D | +10.1% | -2.7% | +12.8% | +11.1% |
| 30D | -8.2% | -0.7% | -7.5% | -8.1% |
| 3M | -43.7% | -1.6% | -42.0% | -43.9% |
| 6M | +27.1% | +2.3% | +24.8% | +24.9% |
| YTD | +64.0% | -6.0% | +70.0% | +65.4% |
| 1Y | +75.2% | -2.7% | +77.8% | +73.7% |
| 3Y | +539.9% | -7.5% | +547.4% | +520.5% |
| 5Y | +2,133.0% | +6.7% | +2,126.3% | +1,919.2% |
| 10Y | +7,178.3% | +62.3% | +7,116.0% | +5,360.7% |
| All | +29,441.2% | +245.1% | +29,196.1% | +17,947.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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