+3,786.6%
STRL vs USFR
+28.5%
+3,758.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +23.4% | +0.1% | +23.4% | +23.4% |
| 30D | -39.5% | +0.4% | -39.9% | -39.7% |
| 3M | -45.1% | +1.0% | -46.1% | -45.4% |
| 6M | -64.6% | +2.0% | -66.6% | -65.1% |
| YTD | -1.5% | +3.4% | -5.0% | -4.2% |
| 1Y | -20.8% | +4.1% | -24.9% | -23.4% |
| 3Y | +353.1% | +14.4% | +338.7% | +301.7% |
| 5Y | +942.9% | +21.4% | +921.5% | +772.5% |
| All | +3,786.6% | +28.5% | +3,758.1% | +2,942.1% |
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