+476.2%
STX vs STRL
+906.9%
-430.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.1% | 0.0% | -2.0% |
| 7D | +14.6% | +15.7% | -1.1% | +9.2% |
| 30D | -26.0% | -35.5% | +9.5% | -14.7% |
| 3M | -42.6% | -47.1% | +4.5% | -30.0% |
| 6M | -35.3% | -65.8% | +30.5% | -10.3% |
| YTD | +92.5% | -4.5% | +97.0% | +89.8% |
| 1Y | +102.4% | -10.5% | +112.9% | +103.1% |
| 3Y | +673.8% | +340.6% | +333.2% | +383.9% |
| All | +476.2% | +906.9% | -430.7% | +136.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling