+49.6%
JNJ vs STRL
-22.7%
+72.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.8% | +0.7% |
| 7D | +3.5% | +15.7% | -12.2% | +4.0% |
| 30D | +12.5% | -35.5% | +48.0% | +10.9% |
| 3M | +9.6% | -47.1% | +56.7% | +7.4% |
| 6M | +25.3% | -65.8% | +91.1% | +22.5% |
| YTD | +40.3% | -4.5% | +44.8% | +33.8% |
| 1Y | +49.6% | -10.5% | +60.1% | +43.2% |
| All | +49.6% | -22.7% | +72.3% | +43.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling