+631.8%
TEAM vs STRL
+4,085.8%
-3,454.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +3.5% | -19.6% | -16.5% |
| 7D | -19.8% | -26.9% | +7.1% | -17.7% |
| 30D | -21.5% | -52.7% | +31.2% | -16.2% |
| 3M | +39.5% | -52.8% | +92.3% | +48.4% |
| 6M | +73.1% | -71.5% | +144.5% | +90.7% |
| YTD | -5.2% | -17.4% | +12.2% | -13.4% |
| 1Y | -1.6% | -35.0% | +33.4% | -7.0% |
| 3Y | -11.4% | +239.2% | -250.7% | -39.3% |
| 5Y | -65.1% | +830.2% | -895.3% | -79.9% |
| 10Y | +471.3% | +3,574.7% | -3,103.4% | +164.5% |
| All | +631.8% | +4,085.8% | -3,454.0% | +237.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling