+12,054.0%
STRL vs WY
+536.6%
+11,517.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +4.9% |
| 7D | +7.1% | -5.1% | +12.2% | +9.1% |
| 30D | -39.4% | +9.0% | -48.4% | -41.9% |
| 3M | -43.0% | -16.7% | -26.3% | -40.2% |
| 6M | -65.0% | -10.3% | -54.7% | -64.6% |
| YTD | -0.8% | -10.5% | +9.7% | +0.5% |
| 1Y | -20.3% | -5.9% | -14.4% | -21.0% |
| 3Y | +356.5% | -24.7% | +381.2% | +381.6% |
| 5Y | +952.8% | -31.5% | +984.4% | +1,049.7% |
| 10Y | +3,877.1% | +4.7% | +3,872.4% | +3,560.4% |
| All | +12,054.0% | +536.6% | +11,517.4% | +9,338.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling