+504.0%
STRL vs AA
+67.9%
+436.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.1% | +7.9% | +6.6% |
| 7D | +3.4% | -0.7% | +4.1% | +3.6% |
| 30D | -9.2% | +5.0% | -14.2% | -11.3% |
| 3M | -51.0% | -35.8% | -15.2% | -42.4% |
| 6M | +15.8% | -18.4% | +34.2% | +22.7% |
| YTD | +58.9% | -5.5% | +64.3% | +58.4% |
| 1Y | +68.5% | +61.0% | +7.6% | +37.6% |
| All | +504.0% | +67.9% | +436.1% | +362.7% |
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