+48.4%
IR vs STRL
+2,010.6%
-1,962.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.8% | -4.5% | +0.1% |
| 7D | -2.8% | +3.4% | -6.2% | -3.5% |
| 30D | -15.1% | -9.2% | -5.9% | -13.7% |
| 3M | +6.1% | -51.0% | +57.1% | +20.7% |
| 6M | -16.8% | +15.8% | -32.6% | -26.1% |
| YTD | -3.5% | +58.9% | -62.4% | -21.9% |
| 1Y | -3.5% | +68.5% | -72.0% | -24.8% |
| 3Y | +9.5% | +485.2% | -475.7% | -46.4% |
| All | +48.4% | +2,010.6% | -1,962.2% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling