+2,133.0%
STRL vs TRU
-35.2%
+2,168.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.8% | +6.0% | +3.9% |
| 7D | +10.1% | -7.2% | +17.3% | +11.9% |
| 30D | -8.2% | -2.8% | -5.4% | -8.0% |
| 3M | -43.7% | +13.0% | -56.7% | -47.1% |
| 6M | +27.1% | +0.7% | +26.4% | +23.0% |
| YTD | +64.0% | -9.0% | +73.0% | +62.8% |
| 1Y | +75.2% | -16.3% | +91.5% | +78.3% |
| 3Y | +539.9% | -1.1% | +541.0% | +505.2% |
| 5Y | +2,133.0% | -36.0% | +2,169.0% | +2,377.0% |
| All | +2,133.0% | -35.2% | +2,168.2% | +2,377.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 5y: compounded portfolio wealth divided by compounded TRU 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…
5y analysis · Full analysis span regression · 6 months rolling