-48.8%
SE vs STRL
-30.1%
-18.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -21.5% | +25.9% | +5.0% |
| 7D | +6.7% | -27.1% | +33.7% | +7.5% |
| 30D | -17.2% | -45.8% | +28.6% | -15.8% |
| 3M | -28.0% | -47.6% | +19.6% | -26.8% |
| 6M | -6.1% | -46.4% | +40.3% | -7.4% |
| YTD | -37.1% | -7.4% | -29.8% | -46.9% |
| 1Y | -48.8% | -25.9% | -22.9% | -53.8% |
| All | -48.8% | -30.1% | -18.6% | -53.8% |
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