+102.4%
STRL vs ADVB
-97.6%
+200.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -9.5% | -4.3% | -13.6% |
| 7D | -34.6% | -28.0% | -6.6% | -34.0% |
| 30D | -56.7% | -70.2% | +13.6% | -55.6% |
| 3M | -54.4% | -76.1% | +21.7% | -53.3% |
| 6M | -69.7% | -72.3% | +2.6% | -69.5% |
| YTD | -20.2% | -67.5% | +47.3% | -18.9% |
| 1Y | -40.6% | -78.6% | +38.0% | -39.9% |
| All | +102.4% | -97.6% | +200.0% | +119.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling