+244.4%
AVGO vs STRL
+233.5%
+10.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.7% | -0.3% |
| 7D | -9.9% | -26.9% | +17.0% | -1.7% |
| 30D | -22.0% | -52.7% | +30.7% | -2.8% |
| 3M | -30.0% | -52.8% | +22.8% | -13.3% |
| 6M | -30.7% | -71.5% | +40.7% | -2.4% |
| YTD | -14.7% | -17.4% | +2.8% | -24.8% |
| 1Y | -16.8% | -35.0% | +18.2% | -19.3% |
| 3Y | +244.4% | +239.2% | +5.2% | +81.5% |
| All | +244.4% | +233.5% | +10.9% | +81.5% |
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 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