+1,967.8%
STX vs STRL
+3,927.3%
-1,959.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -17.3% | -19.8% | +2.5% | -12.1% |
| 30D | -35.9% | -43.6% | +7.6% | -25.0% |
| 3M | -37.3% | -45.2% | +7.9% | -26.4% |
| 6M | -35.8% | -65.7% | +29.9% | -14.9% |
| YTD | +82.7% | -5.4% | +88.2% | +81.9% |
| 1Y | +71.6% | -24.7% | +96.3% | +80.2% |
| 3Y | +635.3% | +335.0% | +300.2% | +394.6% |
| 5Y | +483.8% | +915.3% | -431.5% | +212.0% |
| 10Y | +1,967.8% | +3,877.5% | -1,909.7% | +666.1% |
| All | +1,967.8% | +3,927.3% | -1,959.5% | +666.1% |
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