+3.3%
MSFT vs STRL
-20.9%
+24.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.9% | -7.2% | -2.3% |
| 7D | -6.2% | +7.1% | -13.4% | -6.4% |
| 30D | -3.7% | -39.4% | +35.7% | -3.4% |
| 3M | +3.6% | -43.0% | +46.6% | +4.0% |
| 6M | +26.8% | -65.0% | +91.8% | +25.8% |
| YTD | +8.4% | -0.8% | +9.2% | +4.4% |
| 1Y | +3.3% | -20.3% | +23.6% | +1.4% |
| All | +3.3% | -20.9% | +24.2% | +1.4% |
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