+38.3%
GOOG vs STRL
+66.6%
-28.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.8% |
| 7D | -2.5% | +5.4% | -7.9% | -2.9% |
| 30D | -3.6% | -9.0% | +5.4% | -3.0% |
| 3M | -6.4% | -37.1% | +30.6% | -3.2% |
| 6M | +7.8% | +17.8% | -10.0% | 0.0% |
| YTD | +5.5% | +58.3% | -52.8% | -7.7% |
| 1Y | +38.3% | +61.0% | -22.7% | +18.9% |
| All | +38.3% | +66.6% | -28.3% | +18.9% |
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