+198.3%
W vs STRL
+3,745.4%
-3,547.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.6% |
| 7D | +1.1% | -19.8% | +20.9% | +5.0% |
| 30D | +6.4% | -43.6% | +50.0% | +19.9% |
| 3M | +9.0% | -45.2% | +54.2% | +22.6% |
| 6M | +69.8% | -65.7% | +135.5% | +108.4% |
| YTD | +12.1% | -5.4% | +17.5% | -3.3% |
| 1Y | 0.0% | -24.7% | +24.7% | -8.7% |
| 3Y | +160.3% | +335.0% | -174.7% | +34.3% |
| 5Y | -53.3% | +915.3% | -968.6% | -81.2% |
| 10Y | +217.0% | +3,877.5% | -3,660.5% | -3.3% |
| All | +198.3% | +3,745.4% | -3,547.1% | -13.3% |
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 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