-69.4%
U vs STRL
+2,010.6%
-2,080.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.8% | -6.7% | -2.4% |
| 7D | -3.8% | +3.4% | -7.2% | -4.6% |
| 30D | +17.5% | -9.2% | +26.7% | +19.7% |
| 3M | +38.7% | -51.0% | +89.8% | +61.5% |
| 6M | +104.4% | +15.8% | +88.6% | +73.8% |
| YTD | -5.7% | +58.9% | -64.5% | -29.2% |
| 1Y | +3.7% | +68.5% | -64.8% | -24.6% |
| 3Y | +12.3% | +485.2% | -472.9% | -53.6% |
| All | -69.4% | +2,010.6% | -2,080.0% | -94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling