+7,285.0%
STRL vs TEVA
-22.9%
+7,307.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.0% | +3.4% | +4.9% |
| 7D | +5.0% | +2.0% | +3.0% | +4.6% |
| 30D | -6.9% | +1.0% | -7.9% | -7.2% |
| 3M | -39.1% | +7.3% | -46.4% | -40.5% |
| 6M | +21.5% | +21.7% | -0.2% | +15.0% |
| YTD | +66.9% | +18.8% | +48.0% | +58.7% |
| 1Y | +61.6% | +86.5% | -24.8% | +37.3% |
| 3Y | +560.0% | +269.4% | +290.6% | +355.1% |
| 5Y | +2,238.9% | +303.6% | +1,935.3% | +1,412.4% |
| All | +7,285.0% | -22.9% | +7,307.9% | +6,391.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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