+68.5%
STRL vs ALL
+28.3%
+40.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.3% | +7.1% | +4.4% |
| 7D | +3.4% | 0.0% | +3.4% | +3.5% |
| 30D | -9.2% | -1.5% | -7.8% | -10.1% |
| 3M | -51.0% | +23.6% | -74.7% | -40.9% |
| 6M | +15.8% | +22.3% | -6.6% | +40.1% |
| YTD | +58.9% | +26.5% | +32.3% | +94.6% |
| 1Y | +68.5% | +27.0% | +41.5% | +115.4% |
| All | +68.5% | +28.3% | +40.2% | +115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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