+68.5%
STRL vs A
+21.7%
+46.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.6% | +5.2% | +5.4% |
| 7D | +3.4% | -1.9% | +5.3% | +4.8% |
| 30D | -9.2% | +6.9% | -16.2% | -13.4% |
| 3M | -51.0% | +9.2% | -60.3% | -54.1% |
| 6M | +15.8% | +25.7% | -9.9% | -4.9% |
| YTD | +58.9% | +11.5% | +47.3% | +35.3% |
| 1Y | +68.5% | +18.4% | +50.2% | +48.2% |
| All | +68.5% | +21.7% | +46.9% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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