+56.8%
DOW vs STRL
-22.3%
+79.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +1.9% |
| 7D | +3.7% | +23.4% | -19.8% | +4.4% |
| 30D | +16.3% | -39.5% | +55.8% | +14.4% |
| 3M | +9.7% | -45.1% | +54.8% | +7.8% |
| 6M | -14.1% | -64.6% | +50.5% | -15.9% |
| YTD | +46.6% | -1.5% | +48.1% | +48.7% |
| 1Y | +56.8% | -20.8% | +77.6% | +58.4% |
| All | +56.8% | -22.3% | +79.1% | +58.4% |
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 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