-46.2%
SE vs STRL
-22.7%
-23.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +1.2% |
| 7D | -0.5% | +15.7% | -16.1% | -1.0% |
| 30D | -20.9% | -35.5% | +14.5% | -20.3% |
| 3M | -38.9% | -47.1% | +8.3% | -38.2% |
| 6M | -19.4% | -65.8% | +46.4% | -17.4% |
| YTD | -40.9% | -4.5% | -36.4% | -50.8% |
| 1Y | -46.2% | -10.5% | -35.7% | -54.2% |
| All | -46.2% | -22.7% | -23.5% | -54.2% |
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