+784.6%
STRL vs USFR
+21.3%
+763.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | -26.9% | +0.1% | -27.0% | -26.8% |
| 30D | -52.7% | +0.4% | -53.1% | -52.3% |
| 3M | -52.8% | +1.1% | -53.9% | -51.9% |
| 6M | -71.5% | +2.1% | -73.5% | -70.5% |
| YTD | -17.4% | +3.4% | -20.8% | -14.6% |
| 1Y | -35.0% | +4.1% | -39.1% | -32.7% |
| 3Y | +239.2% | +14.4% | +224.8% | +247.3% |
| All | +784.6% | +21.3% | +763.3% | +709.5% |
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