-25.9%
STRL vs ALL
+42.7%
-68.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +2.9% | -24.3% | -17.9% |
| 7D | -27.1% | +7.5% | -34.6% | -19.6% |
| 30D | -45.8% | +19.7% | -65.5% | -32.2% |
| 3M | -47.6% | +2.9% | -50.5% | -44.6% |
| 6M | -46.4% | +23.5% | -70.0% | -28.5% |
| YTD | -7.4% | +31.1% | -38.5% | +29.3% |
| 1Y | -25.9% | +40.5% | -66.3% | +9.3% |
| All | -25.9% | +42.7% | -68.6% | +9.3% |
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