+70.3%
SE vs STRL
+233.5%
-163.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.3% | -0.3% |
| 7D | +2.0% | -26.9% | +28.9% | +5.2% |
| 30D | -20.0% | -52.7% | +32.7% | -13.0% |
| 3M | -31.8% | -52.8% | +21.1% | -26.1% |
| 6M | -15.9% | -71.5% | +55.6% | -4.0% |
| YTD | -40.6% | -17.4% | -23.2% | -47.3% |
| 1Y | -50.7% | -35.0% | -15.7% | -53.9% |
| 3Y | +70.3% | +239.2% | -168.9% | +11.7% |
| All | +70.3% | +233.5% | -163.2% | +11.7% |
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