-69.4%
SMR vs STRL
+72.5%
-141.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -2.7% |
| 7D | +13.1% | +8.2% | +4.9% | +9.5% |
| 30D | +17.8% | -6.3% | +24.1% | +20.4% |
| 3M | +8.1% | -41.2% | +49.3% | +31.9% |
| 6M | -11.1% | +20.4% | -31.5% | -33.4% |
| YTD | -23.7% | +61.7% | -85.4% | -57.4% |
| 1Y | -69.4% | +72.7% | -142.1% | -84.1% |
| All | -69.4% | +72.5% | -141.9% | -84.1% |
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