+208.1%
C vs STRL
+233.5%
-25.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | 0.0% |
| 7D | -2.4% | -26.9% | +24.5% | +1.3% |
| 30D | -6.0% | -52.7% | +46.7% | +3.5% |
| 3M | -10.5% | -52.8% | +42.3% | -1.9% |
| 6M | -5.7% | -71.5% | +65.8% | +9.7% |
| YTD | +4.1% | -17.4% | +21.6% | -2.3% |
| 1Y | +20.5% | -35.0% | +55.4% | +17.6% |
| 3Y | +208.1% | +239.2% | -31.1% | +122.4% |
| All | +208.1% | +233.5% | -25.4% | +122.4% |
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 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