+146.8%
GOOG vs STRL
+531.3%
-384.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.3% |
| 7D | +1.1% | +10.1% | -9.0% | -0.1% |
| 30D | -5.1% | -8.2% | +3.1% | -4.3% |
| 3M | -7.1% | -43.7% | +36.6% | -1.4% |
| 6M | +12.7% | +27.1% | -14.5% | +3.5% |
| YTD | +7.1% | +64.0% | -56.9% | -6.1% |
| 1Y | +43.6% | +75.2% | -31.6% | +23.7% |
| 3Y | +146.8% | +539.9% | -393.1% | +71.5% |
| All | +146.8% | +531.3% | -384.5% | +71.5% |
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