+2,125.4%
STRL vs WY
-20.4%
+2,145.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | +8.2% | -1.7% | +9.9% | +9.0% |
| 30D | -6.3% | -9.9% | +3.5% | -2.3% |
| 3M | -41.2% | -7.5% | -33.7% | -39.9% |
| 6M | +20.4% | -5.1% | +25.5% | +21.6% |
| YTD | +61.7% | -2.1% | +63.8% | +60.3% |
| 1Y | +72.7% | -7.3% | +80.1% | +75.1% |
| 3Y | +530.9% | -22.6% | +553.6% | +583.5% |
| 5Y | +2,125.4% | -19.8% | +2,145.2% | +2,312.5% |
| All | +2,125.4% | -20.4% | +2,145.8% | +2,312.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling