+38.5%
SLB vs STRL
-26.6%
+65.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -4.3% | -19.8% | +15.5% | -3.4% |
| 30D | +1.9% | -43.6% | +45.5% | +4.7% |
| 3M | -5.7% | -45.2% | +39.5% | -3.1% |
| 6M | -5.3% | -65.7% | +60.4% | -0.1% |
| YTD | +32.2% | -5.4% | +37.6% | +28.4% |
| 1Y | +38.5% | -24.7% | +63.2% | +34.7% |
| All | +38.5% | -26.6% | +65.1% | +34.7% |
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 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