+51.9%
DOW vs STRL
-30.1%
+82.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -21.5% | +18.2% | -3.9% |
| 7D | -4.2% | -27.1% | +22.9% | -5.1% |
| 30D | +14.7% | -45.8% | +60.5% | +12.5% |
| 3M | +9.1% | -47.6% | +56.7% | +7.1% |
| 6M | -17.7% | -46.4% | +28.8% | -18.5% |
| YTD | +44.6% | -7.4% | +52.0% | +44.8% |
| 1Y | +51.9% | -25.9% | +77.8% | +52.1% |
| All | +51.9% | -30.1% | +82.0% | +52.1% |
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