+2,063.1%
STRL vs USFR
+20.4%
+2,042.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.7% | +5.8% |
| 7D | +3.4% | +0.1% | +3.3% | +3.5% |
| 30D | -9.2% | +0.3% | -9.5% | -8.6% |
| 3M | -51.0% | +1.0% | -52.0% | -50.0% |
| 6M | +15.8% | +1.9% | +13.8% | +19.0% |
| YTD | +58.9% | +2.6% | +56.3% | +63.4% |
| 1Y | +68.5% | +4.0% | +64.5% | +74.6% |
| 3Y | +485.2% | +14.1% | +471.1% | +521.7% |
| All | +2,063.1% | +20.4% | +2,042.7% | +2,123.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling