-24.4%
STRL vs AA
+9.4%
-33.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +5.8% | +9.2% | +12.2% |
| 7D | -13.3% | +4.8% | -18.2% | -15.1% |
| 30D | -43.3% | -0.6% | -42.7% | -43.0% |
| 3M | -46.9% | -16.3% | -30.6% | -42.9% |
| 6M | -65.6% | -33.4% | -32.2% | -59.5% |
| YTD | -5.1% | -20.7% | +15.6% | -3.6% |
| All | -24.4% | +9.4% | -33.7% | -38.2% |
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