-24.4%
STRL vs AR
+6.0%
-30.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +0.8% | +14.2% | +15.0% |
| 7D | -13.3% | -10.5% | -2.8% | -14.3% |
| 30D | -43.3% | +1.3% | -44.6% | -42.6% |
| 3M | -46.9% | +4.8% | -51.6% | -46.1% |
| 6M | -65.6% | +1.2% | -66.8% | -65.1% |
| YTD | -5.1% | +5.5% | -10.6% | -7.4% |
| All | -24.4% | +6.0% | -30.4% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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