-50.3%
TEAM vs STRL
+2,010.6%
-2,060.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.8% | -8.4% | -3.2% |
| 7D | -0.4% | +3.4% | -3.8% | -0.8% |
| 30D | +67.3% | -9.2% | +76.5% | +68.5% |
| 3M | +86.8% | -51.0% | +137.8% | +100.0% |
| 6M | +146.8% | +15.8% | +131.0% | +119.8% |
| YTD | +16.9% | +58.9% | -41.9% | -5.1% |
| 1Y | +12.8% | +68.5% | -55.7% | -12.2% |
| 3Y | -7.3% | +485.2% | -492.5% | -54.4% |
| All | -50.3% | +2,010.6% | -2,060.9% | -86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling