+1,883.6%
STX vs STRL
+3,580.1%
-1,696.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -2.2% |
| 7D | -28.5% | -26.9% | -1.6% | -22.0% |
| 30D | -42.9% | -52.7% | +9.8% | -29.7% |
| 3M | -45.9% | -52.8% | +6.9% | -33.7% |
| 6M | -41.3% | -71.5% | +30.2% | -18.2% |
| YTD | +67.9% | -17.4% | +85.4% | +73.8% |
| 1Y | +66.5% | -35.0% | +101.5% | +82.3% |
| 3Y | +588.0% | +239.2% | +348.8% | +391.4% |
| 5Y | +449.1% | +830.2% | -381.1% | +202.1% |
| All | +1,883.6% | +3,580.1% | -1,696.4% | +671.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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