+23.0%
C vs STRL
-26.6%
+49.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -0.4% | -19.8% | +19.5% | +1.2% |
| 30D | -5.2% | -43.6% | +38.4% | -0.6% |
| 3M | -9.1% | -45.2% | +36.1% | -4.6% |
| 6M | -1.6% | -65.7% | +64.1% | +6.9% |
| YTD | +6.9% | -5.4% | +12.4% | -1.9% |
| 1Y | +23.0% | -24.7% | +47.6% | +16.2% |
| All | +23.0% | -26.6% | +49.5% | +16.2% |
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