-68.4%
U vs STRL
+779.4%
-847.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.5% | +2.0% | +4.8% |
| 7D | +36.6% | -26.9% | +63.5% | +44.0% |
| 30D | +13.3% | -52.7% | +66.0% | +32.3% |
| 3M | +26.2% | -52.8% | +79.0% | +46.2% |
| 6M | +88.7% | -71.5% | +160.2% | +140.4% |
| YTD | +16.6% | -17.4% | +34.0% | -0.5% |
| 1Y | +29.0% | -35.0% | +63.9% | +19.1% |
| 3Y | +99.5% | +239.2% | -139.7% | -10.8% |
| All | -68.4% | +779.4% | -847.8% | -93.3% |
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