-7.8%
LOW vs STRL
+531.3%
-539.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.2% | -5.0% | -2.0% |
| 7D | +0.4% | +10.1% | -9.7% | -0.1% |
| 30D | -10.1% | -8.2% | -1.9% | -9.8% |
| 3M | -2.9% | -43.7% | +40.8% | 0.0% |
| 6M | -19.4% | +27.1% | -46.5% | -23.6% |
| YTD | -15.4% | +64.0% | -79.4% | -21.7% |
| 1Y | -24.9% | +75.2% | -100.1% | -31.7% |
| 3Y | -7.8% | +539.9% | -547.7% | -34.2% |
| All | -7.8% | +531.3% | -539.1% | -34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling