-26.6%
U vs STRL
+2,129.1%
-2,155.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | +2.8% | +23.4% | -20.6% | -1.2% |
| 30D | +7.6% | -39.5% | +47.1% | +16.8% |
| 3M | +12.7% | -45.1% | +57.7% | +23.8% |
| 6M | +87.0% | -64.6% | +151.5% | +119.3% |
| YTD | +13.6% | -1.5% | +15.1% | -1.3% |
| 1Y | +25.3% | -20.8% | +46.1% | +14.8% |
| 3Y | +85.8% | +353.1% | -267.3% | +6.3% |
| 5Y | -74.5% | +942.9% | -1,017.4% | -88.9% |
| All | -26.6% | +2,129.1% | -2,155.7% | -64.8% |
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