+4.6%
EXC vs STRL
-22.7%
+27.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.1% | +4.4% | +1.2% |
| 7D | +1.4% | +15.7% | -14.3% | +2.0% |
| 30D | +8.6% | -35.5% | +44.0% | +7.2% |
| 3M | +2.4% | -47.1% | +49.5% | +0.7% |
| 6M | +6.5% | -65.8% | +72.2% | +3.8% |
| YTD | +9.0% | -4.5% | +13.6% | +4.8% |
| 1Y | +4.6% | -10.5% | +15.1% | +0.7% |
| All | +4.6% | -22.7% | +27.2% | +0.7% |
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