+3.3%
AVGO vs STRL
-22.3%
+25.6%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.3% | +5.7% |
| 7D | +25.0% | +23.4% | +1.5% | +19.0% |
| 30D | +2.0% | -39.5% | +41.5% | +12.4% |
| 3M | -12.3% | -45.1% | +32.8% | -1.8% |
| 6M | -12.8% | -64.6% | +51.8% | +5.0% |
| YTD | +5.9% | -1.5% | +7.4% | -12.7% |
| 1Y | +3.3% | -20.8% | +24.1% | -4.8% |
| All | +3.3% | -22.3% | +25.6% | -4.8% |
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