+3,426.5%
STX vs STRL
+7,193.7%
-3,767.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.8% | +0.6% | +4.8% |
| 7D | +2.4% | +3.4% | -1.0% | +1.5% |
| 30D | +1.4% | -9.2% | +10.6% | +4.3% |
| 3M | -8.2% | -51.0% | +42.8% | +10.8% |
| 6M | +127.0% | +15.8% | +111.3% | +113.9% |
| YTD | +209.1% | +58.9% | +150.3% | +169.1% |
| 1Y | +365.4% | +68.5% | +296.9% | +299.2% |
| 3Y | +1,135.4% | +485.2% | +650.2% | +662.8% |
| 5Y | +991.5% | +2,005.1% | -1,013.6% | +392.6% |
| All | +3,426.5% | +7,193.7% | -3,767.2% | +1,077.4% |
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