-25.9%
STRL vs A
+24.4%
-50.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +1.0% | -22.4% | -22.1% |
| 7D | -27.1% | -2.4% | -24.7% | -25.8% |
| 30D | -45.8% | +3.6% | -49.4% | -47.0% |
| 3M | -47.6% | +27.5% | -75.1% | -56.3% |
| 6M | -46.4% | +58.5% | -104.9% | -63.4% |
| YTD | -7.4% | +31.2% | -38.6% | -32.5% |
| 1Y | -25.9% | +22.2% | -48.0% | -41.5% |
| All | -25.9% | +24.4% | -50.2% | -41.5% |
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