+3.0%
GOOG vs STRL
-22.3%
+25.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.4% | +1.7% |
| 7D | +4.8% | +23.4% | -18.6% | +3.2% |
| 30D | -15.5% | -39.5% | +24.0% | -12.8% |
| 3M | -13.7% | -45.1% | +31.4% | -10.5% |
| 6M | -23.0% | -64.6% | +41.6% | -17.8% |
| YTD | -5.7% | -1.5% | -4.2% | -14.8% |
| 1Y | +3.0% | -20.8% | +23.8% | -2.9% |
| All | +3.0% | -22.3% | +25.3% | -2.9% |
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