-24.4%
STRL vs ALL
+28.9%
-53.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | -0.4% | +15.4% | +14.5% |
| 7D | -13.3% | -3.9% | -9.5% | -16.3% |
| 30D | -43.3% | +10.6% | -54.0% | -35.5% |
| 3M | -46.9% | -4.6% | -42.3% | -48.7% |
| 6M | -65.6% | +20.2% | -85.8% | -56.6% |
| YTD | -5.1% | +23.7% | -28.8% | +22.2% |
| All | -24.4% | +28.9% | -53.3% | -3.0% |
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