+139.9%
STRL vs ADVB
-97.4%
+237.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.5% |
| 7D | -19.8% | -4.1% | -15.7% | -19.7% |
| 30D | -43.6% | -60.3% | +16.7% | -42.5% |
| 3M | -45.2% | -73.3% | +28.1% | -44.1% |
| 6M | -65.7% | -65.9% | +0.2% | -65.6% |
| YTD | -5.4% | -63.9% | +58.4% | -4.2% |
| 1Y | -24.7% | -74.1% | +49.5% | -24.0% |
| All | +139.9% | -97.4% | +237.2% | +159.1% |
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 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