+7,161.0%
STRL vs SW
+147.8%
+7,013.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.3% | +4.5% | +5.6% |
| 7D | +3.4% | -5.1% | +8.5% | +4.2% |
| 30D | -9.2% | -4.6% | -4.7% | -8.6% |
| 3M | -51.0% | +9.4% | -60.4% | -51.9% |
| 6M | +15.8% | +3.5% | +12.3% | +14.5% |
| YTD | +58.9% | +22.0% | +36.8% | +53.3% |
| 1Y | +68.5% | +2.2% | +66.3% | +65.9% |
| 3Y | +485.2% | +19.6% | +465.6% | +462.0% |
| 5Y | +2,005.1% | -2.3% | +2,007.4% | +1,907.8% |
| All | +7,161.0% | +147.8% | +7,013.3% | +6,199.0% |
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