+3,541.4%
STRL vs SW
+185.4%
+3,356.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -1.5% | -12.4% | -13.6% |
| 7D | -34.6% | +4.7% | -39.3% | -35.2% |
| 30D | -56.7% | +5.0% | -61.7% | -57.1% |
| 3M | -54.4% | -7.3% | -47.1% | -54.1% |
| 6M | -69.7% | +15.0% | -84.7% | -70.5% |
| YTD | -20.2% | +18.5% | -38.7% | -23.0% |
| 1Y | -40.6% | +27.1% | -67.7% | -43.2% |
| 3Y | +221.7% | +49.3% | +172.4% | +202.9% |
| 5Y | +799.0% | -1.6% | +800.6% | +756.5% |
| All | +3,541.4% | +185.4% | +3,356.1% | +3,312.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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