+6,906.6%
STRL vs SU
+267.8%
+6,638.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -1.9% | -2.0% |
| 7D | +5.4% | +1.7% | +3.7% | +4.7% |
| 30D | -9.0% | +9.6% | -18.6% | -12.2% |
| 3M | -37.1% | +11.7% | -48.8% | -40.0% |
| 6M | +17.8% | +21.9% | -4.1% | +7.6% |
| YTD | +58.3% | +58.6% | -0.3% | +30.3% |
| 1Y | +61.0% | +66.5% | -5.5% | +29.6% |
| 3Y | +517.8% | +121.4% | +396.4% | +335.6% |
| 5Y | +2,119.0% | +355.7% | +1,763.3% | +999.5% |
| All | +6,906.6% | +267.8% | +6,638.9% | +3,451.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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