-23.8%
LOW vs STRL
+75.0%
-98.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.2% | -5.0% | -1.8% |
| 7D | +0.4% | +10.1% | -9.7% | +0.3% |
| 30D | -10.1% | -8.2% | -1.9% | -10.1% |
| 3M | -2.9% | -43.7% | +40.8% | -1.8% |
| 6M | -19.4% | +27.1% | -46.5% | -22.3% |
| YTD | -15.4% | +64.0% | -79.4% | -18.0% |
| All | -23.8% | +75.0% | -98.8% | -28.1% |
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 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