+239.2%
STRL vs ALL
+105.5%
+133.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.5% | +7.9% | +2.2% |
| 7D | -26.9% | -1.9% | -25.0% | -27.1% |
| 30D | -52.7% | +13.8% | -66.4% | -51.1% |
| 3M | -52.8% | -7.0% | -45.8% | -53.1% |
| 6M | -71.5% | +18.0% | -89.5% | -71.0% |
| YTD | -17.4% | +24.2% | -41.6% | -17.0% |
| 1Y | -35.0% | +31.2% | -66.1% | -35.6% |
| 3Y | +239.2% | +107.5% | +131.7% | +203.3% |
| All | +239.2% | +105.5% | +133.7% | +203.3% |
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 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