+13.1%
AVGO vs STRL
+15.4%
-2.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.8% | -5.5% | -0.7% |
| 7D | -3.0% | +3.4% | -6.3% | -3.5% |
| 30D | -14.4% | -9.2% | -5.2% | -13.3% |
| 3M | -14.4% | -51.0% | +36.6% | -6.0% |
| 6M | +13.1% | +15.8% | -2.6% | +6.4% |
| All | +13.1% | +15.4% | -2.2% | +6.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling