+3,667.9%
STRL vs WY
+5.0%
+3,662.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.8% | -3.9% |
| 7D | +15.7% | -0.8% | +16.5% | +16.1% |
| 30D | -35.5% | +10.1% | -45.6% | -39.7% |
| 3M | -47.1% | -15.4% | -31.8% | -43.7% |
| 6M | -65.8% | -8.3% | -57.5% | -65.6% |
| YTD | -4.5% | -9.8% | +5.3% | -3.4% |
| 1Y | -10.5% | -3.9% | -6.6% | -13.0% |
| 3Y | +340.6% | -23.3% | +363.9% | +367.5% |
| 5Y | +911.0% | -31.2% | +942.2% | +1,033.5% |
| All | +3,667.9% | +5.0% | +3,662.9% | +3,100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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