-6.8%
AVGO vs STRL
-30.1%
+23.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -21.5% | +19.5% | +2.6% |
| 7D | -7.5% | -27.1% | +19.6% | -1.6% |
| 30D | -10.2% | -45.8% | +35.6% | +1.5% |
| 3M | -22.0% | -47.6% | +25.6% | -11.6% |
| 6M | -21.6% | -46.4% | +24.8% | -14.4% |
| YTD | -5.4% | -7.4% | +1.9% | -20.3% |
| 1Y | -6.8% | -25.9% | +19.0% | -12.5% |
| All | -6.8% | -30.1% | +23.3% | -12.5% |
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