+62.5%
T vs STRL
+3,816.9%
-3,754.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.3% |
| 7D | +1.6% | +23.4% | -21.8% | +0.6% |
| 30D | -2.9% | -39.5% | +36.6% | -1.0% |
| 3M | -7.5% | -45.1% | +37.6% | -5.3% |
| 6M | -9.9% | -64.6% | +54.7% | -6.2% |
| YTD | -6.4% | -1.5% | -4.9% | -11.0% |
| 1Y | -9.4% | -20.8% | +11.4% | -12.5% |
| 3Y | +64.9% | +353.1% | -288.3% | +25.6% |
| 5Y | +57.0% | +942.9% | -885.9% | +2.1% |
| All | +62.5% | +3,816.9% | -3,754.4% | -19.7% |
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