+3,988.2%
STRL vs USFR
+28.5%
+3,959.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | 0.0% | +15.0% | +15.0% |
| 7D | -13.3% | +0.1% | -13.4% | -13.4% |
| 30D | -43.3% | +0.4% | -43.7% | -43.5% |
| 3M | -46.9% | +1.1% | -47.9% | -47.2% |
| 6M | -65.6% | +2.0% | -67.6% | -66.1% |
| YTD | -5.1% | +3.4% | -8.5% | -7.6% |
| 1Y | -23.1% | +4.1% | -27.2% | -25.6% |
| 3Y | +346.8% | +14.3% | +332.5% | +297.0% |
| 5Y | +907.2% | +21.3% | +885.9% | +745.0% |
| 10Y | +3,988.2% | +28.5% | +3,959.7% | +3,129.2% |
| All | +3,988.2% | +28.5% | +3,959.7% | +3,129.2% |
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