-16.8%
IR vs STRL
+15.4%
-32.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.8% | -4.5% | +0.8% |
| 7D | -2.8% | +3.4% | -6.2% | -3.1% |
| 30D | -15.1% | -9.2% | -5.9% | -14.6% |
| 3M | +6.1% | -51.0% | +57.1% | +12.3% |
| 6M | -16.8% | +15.8% | -32.6% | -26.1% |
| All | -16.8% | +15.4% | -32.2% | -26.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling