+7,178.3%
STRL vs USFR
+28.1%
+7,150.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | +10.1% | +0.1% | +10.0% | +10.1% |
| 30D | -8.2% | +0.3% | -8.5% | -8.4% |
| 3M | -43.7% | +1.0% | -44.7% | -44.1% |
| 6M | +27.1% | +1.9% | +25.2% | +25.2% |
| YTD | +64.0% | +2.7% | +61.3% | +60.4% |
| 1Y | +75.2% | +4.0% | +71.1% | +69.3% |
| 3Y | +539.9% | +14.0% | +525.9% | +470.1% |
| 5Y | +2,133.0% | +20.4% | +2,112.6% | +1,789.4% |
| 10Y | +7,178.3% | +28.1% | +7,150.2% | +5,805.0% |
| All | +7,178.3% | +28.1% | +7,150.2% | +5,805.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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