+475.2%
TEAM vs STRL
+7,463.3%
-6,988.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.2% | -10.2% | -7.2% |
| 7D | -5.7% | +10.1% | -15.8% | -6.6% |
| 30D | +18.3% | -8.2% | +26.5% | +19.0% |
| 3M | +80.2% | -43.7% | +123.9% | +88.5% |
| 6M | +111.0% | +27.1% | +83.9% | +91.8% |
| YTD | +8.8% | +64.0% | -55.2% | -6.2% |
| 1Y | +2.2% | +75.2% | -73.0% | -14.2% |
| 3Y | -14.6% | +539.9% | -554.5% | -44.6% |
| 5Y | -53.8% | +2,133.0% | -2,186.8% | -75.4% |
| 10Y | +475.2% | +7,178.3% | -6,703.0% | +161.6% |
| All | +475.2% | +7,463.3% | -6,988.0% | +161.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling