+1,006.2%
TER vs STRL
+3,927.3%
-2,921.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.1% |
| 7D | -8.9% | -19.8% | +10.9% | -1.6% |
| 30D | -39.1% | -43.6% | +4.5% | -25.2% |
| 3M | -32.8% | -45.2% | +12.5% | -16.4% |
| 6M | -31.7% | -65.7% | +34.0% | -0.1% |
| YTD | +26.9% | -5.4% | +32.4% | +29.5% |
| 1Y | +33.6% | -24.7% | +58.3% | +45.8% |
| 3Y | +181.5% | +335.0% | -153.5% | +73.2% |
| 5Y | +76.1% | +915.3% | -839.2% | -18.7% |
| 10Y | +1,006.2% | +3,877.5% | -2,871.3% | +260.2% |
| All | +1,006.2% | +3,927.3% | -2,921.1% | +260.2% |
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