+55.8%
SMR vs STRL
+233.5%
-177.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +3.5% | +12.8% | +14.2% |
| 7D | -9.6% | -26.9% | +17.3% | +6.9% |
| 30D | -33.8% | -52.7% | +18.9% | +0.9% |
| 3M | -46.4% | -52.8% | +6.5% | -19.9% |
| 6M | -62.4% | -71.5% | +9.0% | -27.0% |
| YTD | -64.1% | -17.4% | -46.7% | -73.4% |
| 1Y | -84.3% | -35.0% | -49.4% | -85.7% |
| 3Y | +55.8% | +239.2% | -183.4% | -55.7% |
| All | +55.8% | +233.5% | -177.7% | -55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling