+354.5%
STRL vs A
+63.6%
+290.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.5% |
| 7D | +23.4% | +0.7% | +22.7% | +23.2% |
| 30D | -39.5% | +0.8% | -40.3% | -39.4% |
| 3M | -45.1% | +16.9% | -61.9% | -49.4% |
| 6M | -64.6% | +53.8% | -118.3% | -72.3% |
| YTD | -1.5% | +28.1% | -29.6% | -16.2% |
| 1Y | -20.8% | +15.0% | -35.8% | -28.9% |
| All | +354.5% | +63.6% | +290.9% | +274.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling