+4,023.0%
STRL vs SW
+189.7%
+3,833.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +4.1% | -25.5% | -22.0% |
| 7D | -27.1% | +12.1% | -39.1% | -28.5% |
| 30D | -45.8% | +6.6% | -52.4% | -46.5% |
| 3M | -47.6% | -6.0% | -41.6% | -47.3% |
| 6M | -46.4% | +21.5% | -67.9% | -48.3% |
| YTD | -7.4% | +20.3% | -27.7% | -10.8% |
| 1Y | -25.9% | +28.1% | -54.0% | -29.2% |
| 3Y | +273.4% | +51.6% | +221.8% | +250.8% |
| 5Y | +944.4% | -0.1% | +944.5% | +892.5% |
| 10Y | +4,023.0% | +189.7% | +3,833.2% | +3,750.1% |
| All | +4,023.0% | +189.7% | +3,833.2% | +3,750.1% |
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