+335.0%
STRL vs ALL
+114.3%
+220.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | +0.5% |
| 7D | -19.8% | -0.1% | -19.7% | -19.6% |
| 30D | -43.6% | +13.8% | -57.4% | -41.5% |
| 3M | -45.2% | -2.8% | -42.4% | -44.9% |
| 6M | -65.7% | +23.7% | -89.4% | -64.9% |
| YTD | -5.4% | +27.3% | -32.7% | -3.9% |
| 1Y | -24.7% | +30.5% | -55.2% | -24.0% |
| 3Y | +335.0% | +113.0% | +222.0% | +360.2% |
| All | +335.0% | +114.3% | +220.7% | +360.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling