+109.4%
STRL vs ADVB
-97.5%
+207.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.2% | -0.7% | +3.3% |
| 7D | -26.9% | -13.9% | -13.0% | -26.6% |
| 30D | -52.7% | -68.1% | +15.4% | -51.6% |
| 3M | -52.8% | -73.4% | +20.5% | -51.8% |
| 6M | -71.5% | -70.8% | -0.7% | -71.3% |
| YTD | -17.4% | -66.1% | +48.7% | -16.2% |
| 1Y | -35.0% | -77.5% | +42.5% | -34.3% |
| All | +109.4% | -97.5% | +207.0% | +126.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling