-24.4%
STRL vs A
+23.5%
-47.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +3.1% | +11.9% | +12.6% |
| 7D | -13.3% | +4.8% | -18.1% | -15.9% |
| 30D | -43.3% | +5.6% | -49.0% | -45.1% |
| 3M | -46.9% | +23.6% | -70.5% | -54.3% |
| 6M | -65.6% | +56.4% | -122.0% | -76.1% |
| YTD | -5.1% | +33.4% | -38.5% | -31.4% |
| All | -24.4% | +23.5% | -47.9% | -40.7% |
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