+8.6%
MSFT vs STRL
-26.3%
+34.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +15.0% | -12.2% | +2.6% |
| 7D | +7.5% | -13.3% | +20.9% | +7.3% |
| 30D | +1.9% | -43.3% | +45.2% | +2.3% |
| 3M | +9.2% | -46.9% | +56.1% | +9.7% |
| 6M | +31.9% | -65.6% | +97.5% | +30.9% |
| YTD | +13.4% | -5.1% | +18.5% | +9.4% |
| All | +8.6% | -26.3% | +34.9% | +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