-24.8%
U vs STRL
+2,048.3%
-2,073.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +15.0% | -15.1% | -2.8% |
| 7D | +32.3% | -13.3% | +45.7% | +33.9% |
| 30D | +9.7% | -43.3% | +53.0% | +20.6% |
| 3M | +19.6% | -46.9% | +66.5% | +32.2% |
| 6M | +82.6% | -65.6% | +148.2% | +115.3% |
| YTD | +16.4% | -5.1% | +21.5% | +1.9% |
| 1Y | +28.5% | -23.1% | +51.5% | +18.4% |
| 3Y | +103.8% | +346.8% | -243.1% | +16.8% |
| 5Y | -70.0% | +907.2% | -977.2% | -86.9% |
| All | -24.8% | +2,048.3% | -2,073.1% | -63.6% |
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 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