+2,254.7%
STRL vs SW
+755.0%
+1,499.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.3% | +4.5% | +5.7% |
| 7D | +3.4% | -5.1% | +8.5% | +3.8% |
| 30D | -9.2% | -4.6% | -4.7% | -9.0% |
| 3M | -51.0% | +9.4% | -60.4% | -51.5% |
| 6M | +15.8% | +3.5% | +12.3% | +15.1% |
| YTD | +58.9% | +22.0% | +36.8% | +56.2% |
| 1Y | +68.5% | +2.2% | +66.3% | +67.3% |
| 3Y | +485.2% | +19.6% | +465.6% | +474.8% |
| 5Y | +2,005.1% | -2.3% | +2,007.4% | +1,958.4% |
| 10Y | +7,118.0% | +181.4% | +6,936.6% | +6,776.1% |
| All | +2,254.7% | +755.0% | +1,499.7% | +2,077.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling