-71.5%
STRL vs A
+46.4%
-117.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.7% | +2.6% |
| 7D | -26.9% | -0.1% | -26.8% | -26.7% |
| 30D | -52.7% | +3.4% | -56.0% | -53.0% |
| 3M | -52.8% | +23.8% | -76.7% | -56.6% |
| 6M | -71.5% | +49.0% | -120.5% | -75.7% |
| All | -71.5% | +46.4% | -117.8% | -75.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling