-25.9%
STRL vs AA
+13.9%
-39.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +2.8% | -24.2% | -22.6% |
| 7D | -27.1% | +0.9% | -28.0% | -27.6% |
| 30D | -45.8% | -6.4% | -39.3% | -44.3% |
| 3M | -47.6% | -13.0% | -34.7% | -45.0% |
| 6M | -46.4% | -34.6% | -11.8% | -36.6% |
| YTD | -7.4% | -23.0% | +15.7% | -4.8% |
| 1Y | -25.9% | +16.0% | -41.8% | -42.4% |
| All | -25.9% | +13.9% | -39.8% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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