+404.4%
SNXX vs STRL
+33.5%
+370.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.1% | -5.9% | -5.5% |
| 7D | +16.8% | +5.4% | +11.4% | +10.7% |
| 30D | +65.3% | -9.0% | +74.3% | +90.9% |
| 3M | -34.8% | -37.1% | +2.3% | +34.7% |
| 6M | +255.1% | +17.8% | +237.3% | +262.9% |
| All | +404.4% | +33.5% | +370.9% | +361.8% |
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