-21.1%
LOW vs STRL
+76.3%
-97.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.8% | -4.5% | +1.2% |
| 7D | -1.7% | +3.4% | -5.1% | -1.8% |
| 30D | -7.0% | -9.2% | +2.2% | -7.0% |
| 3M | -0.9% | -51.0% | +50.2% | +0.7% |
| 6M | -20.1% | +15.8% | -35.8% | -22.8% |
| YTD | -13.9% | +58.9% | -72.8% | -16.4% |
| 1Y | -21.1% | +68.5% | -89.7% | -24.9% |
| All | -21.1% | +76.3% | -97.4% | -24.9% |
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