+432.9%
SNXX vs STRL
+33.9%
+399.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +5.8% | +17.6% | +16.5% |
| 7D | +34.9% | +3.4% | +31.5% | +30.9% |
| 30D | +52.5% | -9.2% | +61.8% | +76.0% |
| 3M | -41.3% | -51.0% | +9.7% | +48.9% |
| 6M | +293.8% | +15.8% | +278.0% | +316.6% |
| All | +432.9% | +33.9% | +399.0% | +386.3% |
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