+319.4%
IR vs STRL
+2,131.4%
-1,812.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -13.9% | +11.1% | +0.6% |
| 7D | +2.3% | -34.6% | +36.9% | +12.0% |
| 30D | +3.3% | -56.7% | +60.0% | +24.7% |
| 3M | -9.0% | -54.4% | +45.4% | +7.6% |
| 6M | +8.0% | -69.7% | +77.7% | +37.1% |
| YTD | +3.4% | -20.2% | +23.6% | -5.0% |
| 1Y | +4.5% | -40.6% | +45.1% | +3.6% |
| 3Y | +25.6% | +221.7% | -196.1% | -32.7% |
| 5Y | +43.8% | +799.0% | -755.2% | -47.4% |
| All | +319.4% | +2,131.4% | -1,812.0% | +5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling