+752.3%
PLTR vs STRL
+341.0%
+411.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -1.5% |
| 7D | +4.7% | +15.7% | -10.9% | +1.9% |
| 30D | -16.4% | -35.5% | +19.1% | -10.3% |
| 3M | -6.2% | -47.1% | +41.0% | +3.6% |
| 6M | +29.2% | -65.8% | +94.9% | +51.1% |
| YTD | -5.5% | -4.5% | -1.0% | -28.0% |
| 1Y | -2.4% | -10.5% | +8.1% | -24.0% |
| 3Y | +752.3% | +340.6% | +411.7% | +302.0% |
| All | +752.3% | +341.0% | +411.3% | +302.0% |
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