-79.9%
SMR vs STRL
-22.7%
-57.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.1% | -0.3% | -2.2% |
| 7D | -8.3% | +15.7% | -23.9% | -13.3% |
| 30D | -20.1% | -35.5% | +15.4% | -7.8% |
| 3M | -52.7% | -47.1% | -5.5% | -41.8% |
| 6M | -61.0% | -65.8% | +4.7% | -45.2% |
| YTD | -67.1% | -4.5% | -62.6% | -77.5% |
| 1Y | -79.9% | -10.5% | -69.4% | -85.0% |
| All | -79.9% | -22.7% | -57.2% | -85.0% |
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