+995.4%
TER vs STRL
+3,697.3%
-2,701.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.1% | -2.3% | -4.2% |
| 7D | +14.4% | +15.7% | -1.3% | +8.6% |
| 30D | -30.6% | -35.5% | +4.9% | -18.7% |
| 3M | -39.2% | -47.1% | +8.0% | -23.4% |
| 6M | -31.3% | -65.8% | +34.5% | +0.7% |
| YTD | +29.1% | -4.5% | +33.6% | +31.4% |
| 1Y | +47.4% | -10.5% | +57.9% | +52.9% |
| 3Y | +191.2% | +340.6% | -149.4% | +78.6% |
| 5Y | +74.0% | +911.0% | -837.0% | -19.6% |
| All | +995.4% | +3,697.3% | -2,701.9% | +259.4% |
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