-73.3%
U vs STRL
+906.9%
-980.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.1% | +8.3% | +5.9% |
| 7D | +2.6% | +15.7% | -13.1% | -0.9% |
| 30D | +27.6% | -35.5% | +63.0% | +38.3% |
| 3M | +15.3% | -47.1% | +62.5% | +30.1% |
| 6M | +96.4% | -65.8% | +162.2% | +139.6% |
| YTD | +19.6% | -4.5% | +24.1% | -1.4% |
| 1Y | +42.1% | -10.5% | +52.6% | +19.2% |
| 3Y | +87.5% | +340.6% | -253.1% | -22.3% |
| All | -73.3% | +906.9% | -980.1% | -94.6% |
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 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