+68.5%
STRL vs ADVB
+5.8%
+62.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.7% | +6.4% | +5.8% |
| 7D | +3.4% | -3.8% | +7.2% | +3.4% |
| 30D | -9.2% | +17.6% | -26.8% | -9.6% |
| 3M | -51.0% | +119.1% | -170.2% | -52.5% |
| 6M | +15.8% | +103.4% | -87.6% | +16.1% |
| YTD | +58.9% | +59.8% | -1.0% | +57.4% |
| 1Y | +68.5% | +8.5% | +60.0% | +66.1% |
| All | +68.5% | +5.8% | +62.7% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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