+46.1%
GOOGL vs STRL
+76.3%
-30.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.8% | -6.9% | -1.6% |
| 7D | -2.3% | +3.4% | -5.7% | -2.6% |
| 30D | -6.6% | -9.2% | +2.6% | -6.0% |
| 3M | -9.0% | -51.0% | +42.0% | -3.4% |
| 6M | +11.8% | +15.8% | -4.0% | +3.8% |
| YTD | +8.3% | +58.9% | -50.6% | -5.5% |
| 1Y | +46.1% | +68.5% | -22.4% | +25.2% |
| All | +46.1% | +76.3% | -30.2% | +25.2% |
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