+467.0%
TEAM vs STRL
+4,310.8%
-3,843.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +15.0% | -14.2% | -0.6% |
| 7D | -17.2% | -13.3% | -3.9% | -16.5% |
| 30D | -25.1% | -43.3% | +18.2% | -21.5% |
| 3M | +3.9% | -46.9% | +50.8% | +9.1% |
| 6M | +69.1% | -65.6% | +134.7% | +82.6% |
| YTD | -4.5% | -5.1% | +0.6% | -14.3% |
| 1Y | -1.9% | -23.1% | +21.2% | -9.2% |
| 3Y | -9.3% | +346.8% | -356.2% | -40.6% |
| 5Y | -65.2% | +907.2% | -972.3% | -80.5% |
| 10Y | +467.0% | +3,988.2% | -3,521.2% | +162.2% |
| All | +467.0% | +4,310.8% | -3,843.8% | +162.2% |
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