+38.8%
SLB vs STRL
-20.9%
+59.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.9% | -2.8% | +1.8% |
| 7D | -1.2% | +7.1% | -8.3% | -1.6% |
| 30D | +4.5% | -39.4% | +43.9% | +6.9% |
| 3M | -4.6% | -43.0% | +38.4% | -2.1% |
| 6M | -6.3% | -65.0% | +58.7% | -1.2% |
| YTD | +35.0% | -0.8% | +35.7% | +30.7% |
| 1Y | +38.8% | -20.3% | +59.1% | +35.1% |
| All | +38.8% | -20.9% | +59.7% | +35.1% |
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