+2,265.0%
STRL vs USFR
+28.5%
+2,236.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | -26.9% | +0.1% | -27.0% | -27.0% |
| 30D | -52.7% | +0.4% | -53.1% | -52.9% |
| 3M | -52.8% | +1.1% | -53.9% | -53.3% |
| 6M | -71.5% | +2.1% | -73.5% | -72.1% |
| YTD | -17.4% | +3.4% | -20.8% | -20.2% |
| 1Y | -35.0% | +4.1% | -39.1% | -37.6% |
| 3Y | +239.2% | +14.4% | +224.8% | +195.9% |
| 5Y | +830.2% | +21.3% | +808.8% | +664.3% |
| 10Y | +3,574.7% | +28.5% | +3,546.2% | +2,747.1% |
| All | +2,265.0% | +28.5% | +2,236.5% | +1,623.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling