+291.3%
IR vs STRL
+4,342.8%
-4,051.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.8% | -4.5% | -0.1% |
| 7D | -2.8% | +3.4% | -6.2% | -3.6% |
| 30D | -15.1% | -9.2% | -5.9% | -13.4% |
| 3M | +6.1% | -51.0% | +57.1% | +23.6% |
| 6M | -16.8% | +15.8% | -32.6% | -27.1% |
| YTD | -3.5% | +58.9% | -62.4% | -23.6% |
| 1Y | -3.5% | +68.5% | -72.0% | -26.5% |
| 3Y | +9.5% | +485.2% | -475.7% | -48.0% |
| 5Y | +45.1% | +2,005.1% | -1,960.0% | -56.6% |
| All | +291.3% | +4,342.8% | -4,051.5% | -15.1% |
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 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