+55.5%
T vs STRL
+3,580.1%
-3,524.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.3% | -1.0% |
| 7D | +1.0% | -26.9% | +27.9% | +2.2% |
| 30D | -10.6% | -52.7% | +42.1% | -7.7% |
| 3M | -7.7% | -52.8% | +45.1% | -4.9% |
| 6M | -13.3% | -71.5% | +58.2% | -8.8% |
| YTD | -8.8% | -17.4% | +8.7% | -12.5% |
| 1Y | -8.4% | -35.0% | +26.6% | -10.6% |
| 3Y | +59.6% | +239.2% | -179.6% | +24.5% |
| 5Y | +52.1% | +830.2% | -778.1% | -1.0% |
| All | +55.5% | +3,580.1% | -3,524.5% | -21.7% |
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