+27.6%
IR vs STRL
+233.5%
-206.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.5% | -2.1% | +0.9% |
| 7D | +3.7% | -26.9% | +30.6% | +8.0% |
| 30D | +7.4% | -52.7% | +60.1% | +19.4% |
| 3M | -5.9% | -52.8% | +46.9% | +4.1% |
| 6M | +5.6% | -71.5% | +77.0% | +24.6% |
| YTD | +4.8% | -17.4% | +22.3% | -3.1% |
| 1Y | +6.9% | -35.0% | +41.9% | +3.5% |
| 3Y | +27.6% | +239.2% | -211.7% | -14.7% |
| All | +27.6% | +233.5% | -206.0% | -14.7% |
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