-26.3%
U vs STRL
+2,040.1%
-2,066.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.1% |
| 7D | +24.4% | -19.8% | +44.2% | +27.8% |
| 30D | +7.4% | -43.6% | +50.9% | +18.1% |
| 3M | +16.8% | -45.2% | +62.0% | +28.3% |
| 6M | +78.8% | -65.7% | +144.5% | +110.8% |
| YTD | +14.0% | -5.4% | +19.4% | -0.2% |
| 1Y | +16.7% | -24.7% | +41.4% | +8.1% |
| 3Y | +86.4% | +335.0% | -248.7% | +7.5% |
| 5Y | -71.5% | +915.3% | -986.8% | -87.5% |
| All | -26.3% | +2,040.1% | -2,066.5% | -64.4% |
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