+38.1%
O vs STRL
+233.5%
-195.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.2% | -0.7% |
| 7D | +3.7% | -26.9% | +30.6% | +3.2% |
| 30D | +11.2% | -52.7% | +63.9% | +10.0% |
| 3M | -4.0% | -52.8% | +48.9% | -5.0% |
| 6M | -5.2% | -71.5% | +66.2% | -6.5% |
| YTD | +9.5% | -17.4% | +26.9% | +8.9% |
| 1Y | +10.6% | -35.0% | +45.6% | +9.8% |
| 3Y | +38.1% | +239.2% | -201.1% | +34.9% |
| All | +38.1% | +233.5% | -195.4% | +34.9% |
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