-52.1%
SMR vs STRL
+892.1%
-944.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.7% | -7.1% | -7.4% |
| 7D | +10.3% | +23.4% | -13.1% | -1.6% |
| 30D | -25.7% | -39.5% | +13.8% | -4.9% |
| 3M | -49.7% | -45.1% | -4.7% | -33.4% |
| 6M | -59.8% | -64.6% | +4.7% | -34.8% |
| YTD | -66.0% | -1.5% | -64.5% | -74.6% |
| 1Y | -81.4% | -20.8% | -60.7% | -83.8% |
| 3Y | +130.6% | +353.1% | -222.5% | -12.5% |
| All | -52.1% | +892.1% | -944.2% | -86.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling