+239.2%
STRL vs AA
+52.9%
+186.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.9% | +0.6% | +2.3% |
| 7D | -26.9% | +0.9% | -27.8% | -27.2% |
| 30D | -52.7% | -6.7% | -46.0% | -51.3% |
| 3M | -52.8% | -16.3% | -36.5% | -49.7% |
| 6M | -71.5% | -37.1% | -34.4% | -66.2% |
| YTD | -17.4% | -25.0% | +7.6% | -9.9% |
| 1Y | -35.0% | +8.6% | -43.5% | -38.5% |
| 3Y | +239.2% | +57.2% | +182.0% | +178.7% |
| All | +239.2% | +52.9% | +186.3% | +178.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling