-57.7%
ADBE vs STRL
+233.5%
-291.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.5% | -6.4% | -2.8% |
| 7D | -4.4% | -26.9% | +22.5% | -5.3% |
| 30D | +2.8% | -52.7% | +55.5% | +0.5% |
| 3M | -8.0% | -52.8% | +44.8% | -10.0% |
| 6M | -4.3% | -71.5% | +67.1% | -6.1% |
| YTD | -31.6% | -17.4% | -14.2% | -36.6% |
| 1Y | -26.9% | -35.0% | +8.1% | -31.0% |
| 3Y | -57.7% | +239.2% | -296.9% | -65.3% |
| All | -57.7% | +233.5% | -291.2% | -65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling