-25.9%
ADBE vs STRL
-30.1%
+4.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -21.5% | +22.4% | -1.9% |
| 7D | -0.5% | -27.1% | +26.5% | -4.2% |
| 30D | +4.1% | -45.8% | +49.9% | -3.3% |
| 3M | -3.5% | -47.6% | +44.1% | -10.3% |
| 6M | -2.2% | -46.4% | +44.3% | -9.0% |
| YTD | -29.0% | -7.4% | -21.6% | -29.2% |
| 1Y | -25.9% | -25.9% | -0.1% | -26.0% |
| All | -25.9% | -30.1% | +4.2% | -26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling