+103.0%
PSX vs STRL
+72.5%
+30.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.6% |
| 7D | +1.8% | +8.2% | -6.4% | +1.9% |
| 30D | +21.6% | -6.3% | +28.0% | +21.6% |
| 3M | +46.5% | -41.2% | +87.7% | +45.8% |
| 6M | +62.0% | +20.4% | +41.6% | +61.7% |
| YTD | +106.3% | +61.7% | +44.6% | +106.1% |
| 1Y | +103.0% | +72.7% | +30.3% | +110.1% |
| All | +103.0% | +72.5% | +30.4% | +110.1% |
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