+802.8%
TEAM vs STRL
+7,954.5%
-7,151.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +68.6% |
| 3M | +86.8% | -51.0% | +137.8% | +98.7% |
| 6M | +146.8% | +15.8% | +131.0% | +127.1% |
| YTD | +16.9% | +58.9% | -41.9% | +1.2% |
| 1Y | +12.8% | +68.5% | -55.7% | -4.7% |
| 3Y | -7.3% | +485.2% | -492.5% | -38.9% |
| 5Y | -50.7% | +2,005.1% | -2,055.8% | -73.5% |
| 10Y | +529.8% | +7,118.0% | -6,588.1% | +174.0% |
| All | +802.8% | +7,954.5% | -7,151.7% | +294.6% |
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 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