+89.4%
STM vs STRL
-26.3%
+115.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +15.0% | -8.2% | +1.9% |
| 7D | -5.6% | -13.3% | +7.8% | -2.0% |
| 30D | -14.4% | -43.3% | +28.9% | +0.9% |
| 3M | -20.5% | -46.9% | +26.4% | -4.6% |
| 6M | -24.5% | -65.6% | +41.1% | +0.6% |
| YTD | +72.7% | -5.1% | +77.8% | +85.9% |
| All | +89.4% | -26.3% | +115.7% | +108.5% |
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