-24.4%
DOW vs STRL
+233.5%
-257.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.3% | -2.0% |
| 7D | -9.5% | -26.9% | +17.4% | -8.4% |
| 30D | +13.1% | -52.7% | +65.7% | +16.4% |
| 3M | +4.8% | -52.8% | +57.7% | +7.8% |
| 6M | -16.7% | -71.5% | +54.8% | -12.2% |
| YTD | +38.9% | -17.4% | +56.3% | +30.3% |
| 1Y | +48.3% | -35.0% | +83.2% | +42.7% |
| 3Y | -24.4% | +239.2% | -263.6% | -43.8% |
| All | -24.4% | +233.5% | -257.9% | -43.8% |
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 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