+65.3%
T vs STRL
+7,463.3%
-7,398.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -0.5% |
| 7D | -1.5% | +10.1% | -11.6% | -2.0% |
| 30D | +7.6% | -8.2% | +15.8% | +8.0% |
| 3M | +15.3% | -43.7% | +59.0% | +18.3% |
| 6M | -8.5% | +27.1% | -35.6% | -12.5% |
| YTD | +6.8% | +64.0% | -57.2% | -0.4% |
| 1Y | -7.2% | +75.2% | -82.4% | -14.6% |
| 3Y | +108.2% | +539.9% | -431.7% | +59.0% |
| 5Y | +66.1% | +2,133.0% | -2,066.9% | +2.2% |
| 10Y | +65.3% | +7,178.3% | -7,113.0% | -21.8% |
| All | +65.3% | +7,463.3% | -7,398.0% | -21.8% |
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