-8.4%
PLTR vs STRL
-38.5%
+30.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.5% | 0.0% | +3.5% |
| 7D | -12.9% | -26.9% | +14.0% | -13.0% |
| 30D | -17.4% | -52.7% | +35.3% | -18.4% |
| 3M | +2.9% | -52.8% | +55.7% | +1.7% |
| 6M | +19.9% | -71.5% | +91.3% | +18.4% |
| YTD | -9.8% | -17.4% | +7.7% | -29.3% |
| 1Y | -8.4% | -35.0% | +26.6% | -20.4% |
| All | -8.4% | -38.5% | +30.1% | -20.4% |
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