-73.1%
SMR vs STRL
+76.3%
-149.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.8% | -6.3% | -2.9% |
| 7D | +4.4% | +3.4% | +1.0% | +2.8% |
| 30D | +3.4% | -9.2% | +12.7% | +7.1% |
| 3M | -19.2% | -51.0% | +31.9% | +6.9% |
| 6M | -22.6% | +15.8% | -38.4% | -40.6% |
| YTD | -31.5% | +58.9% | -90.4% | -61.6% |
| 1Y | -73.1% | +68.5% | -141.6% | -85.7% |
| All | -73.1% | +76.3% | -149.3% | -85.7% |
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