+195.3%
B vs STRL
+337.2%
-141.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +15.0% | -10.8% | +2.3% |
| 7D | +11.3% | -13.3% | +24.7% | +12.2% |
| 30D | +2.9% | -43.3% | +46.3% | +10.2% |
| 3M | -2.9% | -46.9% | +44.0% | +4.6% |
| 6M | -1.2% | -65.6% | +64.4% | +11.9% |
| YTD | -1.3% | -5.1% | +3.7% | -4.0% |
| 1Y | +30.4% | -23.1% | +53.5% | +29.8% |
| 3Y | +195.3% | +346.8% | -151.6% | +170.7% |
| All | +195.3% | +337.2% | -141.9% | +170.7% |
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