+29.2%
DOW vs STRL
+76.3%
-47.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.8% | -8.8% | -3.0% |
| 7D | -2.4% | +3.4% | -5.8% | -2.4% |
| 30D | +0.4% | -9.2% | +9.6% | +0.3% |
| 3M | -14.4% | -51.0% | +36.6% | -13.9% |
| 6M | -7.0% | +15.8% | -22.7% | -7.8% |
| YTD | +30.2% | +58.9% | -28.7% | +24.7% |
| 1Y | +29.2% | +68.5% | -39.3% | +23.8% |
| All | +29.2% | +76.3% | -47.1% | +23.8% |
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