+1,001.8%
TER vs STRL
+4,310.8%
-3,308.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +15.0% | -2.2% | +7.2% |
| 7D | -5.8% | -13.3% | +7.6% | -1.1% |
| 30D | -38.9% | -43.3% | +4.4% | -25.2% |
| 3M | -35.1% | -46.9% | +11.7% | -18.4% |
| 6M | -31.6% | -65.6% | +34.0% | 0.0% |
| YTD | +27.2% | -5.1% | +32.3% | +29.7% |
| 1Y | +35.2% | -23.1% | +58.3% | +46.6% |
| 3Y | +192.8% | +346.8% | -154.0% | +78.8% |
| 5Y | +72.4% | +907.2% | -834.8% | -20.2% |
| 10Y | +1,001.8% | +3,988.2% | -2,986.3% | +264.0% |
| All | +1,001.8% | +4,310.8% | -3,308.9% | +264.0% |
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 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