+340.6%
STRL vs USFR
+14.4%
+326.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -2.9% |
| 7D | +15.7% | +0.1% | +15.6% | +16.2% |
| 30D | -35.5% | +0.4% | -35.8% | -33.5% |
| 3M | -47.1% | +1.1% | -48.2% | -42.3% |
| 6M | -65.8% | +2.0% | -67.8% | -59.4% |
| YTD | -4.5% | +3.5% | -8.0% | +19.0% |
| 1Y | -10.5% | +4.1% | -14.6% | +13.9% |
| 3Y | +340.6% | +14.4% | +326.3% | +779.2% |
| All | +340.6% | +14.4% | +326.3% | +779.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling