+61.9%
SE vs STRL
+354.9%
-293.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +0.8% |
| 7D | -1.5% | +23.4% | -24.9% | -4.1% |
| 30D | -22.3% | -39.5% | +17.2% | -18.0% |
| 3M | -41.8% | -45.1% | +3.2% | -38.1% |
| 6M | -22.4% | -64.6% | +42.2% | -13.7% |
| YTD | -41.6% | -1.5% | -40.1% | -49.5% |
| 1Y | -48.0% | -20.8% | -27.2% | -52.9% |
| All | +61.9% | +354.9% | -293.0% | +6.8% |
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 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