+9.0%
MSFT vs STRL
-30.1%
+39.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -21.5% | +28.1% | +6.7% |
| 7D | +4.7% | -27.1% | +31.7% | +4.8% |
| 30D | +5.8% | -45.8% | +51.6% | +6.3% |
| 3M | +13.0% | -47.6% | +60.6% | +13.6% |
| 6M | +34.9% | -46.4% | +81.3% | +33.9% |
| YTD | +15.7% | -7.4% | +23.0% | +11.6% |
| 1Y | +9.0% | -25.9% | +34.8% | +7.2% |
| All | +9.0% | -30.1% | +39.1% | +7.2% |
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