-29.2%
ADBE vs STRL
-22.3%
-7.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.3% |
| 7D | -3.2% | +23.4% | -26.6% | -0.4% |
| 30D | +1.0% | -39.5% | +40.5% | -4.8% |
| 3M | -7.8% | -45.1% | +37.2% | -13.7% |
| 6M | -1.0% | -64.6% | +63.6% | -9.4% |
| YTD | -31.8% | -1.5% | -30.3% | -30.5% |
| 1Y | -29.2% | -20.8% | -8.4% | -28.1% |
| All | -29.2% | -22.3% | -7.0% | -28.1% |
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