+12,536.1%
STRL vs TRU
+238.0%
+12,298.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -5.9% | +11.7% | +7.7% |
| 7D | +3.4% | -6.8% | +10.2% | +5.6% |
| 30D | -9.2% | 0.0% | -9.3% | -9.7% |
| 3M | -51.0% | +13.3% | -64.3% | -54.6% |
| 6M | +15.8% | +3.4% | +12.3% | +10.0% |
| YTD | +58.9% | -6.4% | +65.2% | +54.9% |
| 1Y | +68.5% | -9.7% | +78.2% | +65.2% |
| 3Y | +485.2% | +0.1% | +485.1% | +431.9% |
| 5Y | +2,005.1% | -34.0% | +2,039.1% | +2,143.4% |
| 10Y | +7,118.0% | +147.9% | +6,970.1% | +4,966.7% |
| All | +12,536.1% | +238.0% | +12,298.1% | +8,221.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling