+239.2%
STRL vs AR
+19.9%
+219.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.7% |
| 7D | -26.9% | -14.3% | -12.7% | -23.2% |
| 30D | -52.7% | +1.4% | -54.1% | -52.6% |
| 3M | -52.8% | +3.4% | -56.2% | -53.5% |
| 6M | -71.5% | -2.1% | -69.4% | -71.5% |
| YTD | -17.4% | +4.7% | -22.1% | -21.7% |
| 1Y | -35.0% | +10.6% | -45.5% | -40.1% |
| 3Y | +239.2% | +24.6% | +214.6% | +243.2% |
| All | +239.2% | +19.9% | +219.3% | +243.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling