+163.6%
W vs STRL
+6,360.7%
-6,197.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.8% | -3.2% | +1.1% |
| 7D | -4.2% | +3.4% | -7.6% | -5.0% |
| 30D | -7.6% | -9.2% | +1.7% | -5.6% |
| 3M | +37.2% | -51.0% | +88.2% | +59.9% |
| 6M | +26.3% | +15.8% | +10.6% | +9.1% |
| YTD | -1.0% | +58.9% | -59.8% | -22.7% |
| 1Y | +20.1% | +68.5% | -48.4% | -10.1% |
| 3Y | +37.8% | +485.2% | -447.4% | -32.0% |
| 5Y | -63.7% | +2,005.1% | -2,068.8% | -87.4% |
| 10Y | +156.3% | +7,118.0% | -6,961.6% | -29.6% |
| All | +163.6% | +6,360.7% | -6,197.1% | -30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling