+11.3%
IR vs STRL
-26.6%
+37.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +1.5% | -19.8% | +21.4% | +3.1% |
| 30D | +9.0% | -43.6% | +52.6% | +14.1% |
| 3M | -0.9% | -45.2% | +44.3% | +3.8% |
| 6M | +13.4% | -65.7% | +79.1% | +23.1% |
| YTD | +8.5% | -5.4% | +13.9% | -0.1% |
| 1Y | +11.3% | -24.7% | +35.9% | +4.1% |
| All | +11.3% | -26.6% | +37.8% | +4.1% |
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